+40.1%
PYPL vs TNA
+86.1%
-46.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -2.3% | -7.3% | +5.0% | 0.0% |
| 30D | -9.0% | -14.2% | +5.1% | -4.6% |
| 3M | +30.6% | -4.6% | +35.1% | +31.8% |
| 6M | +18.6% | +36.9% | -18.4% | +5.2% |
| YTD | -7.2% | +42.5% | -49.7% | -19.5% |
| 1Y | -19.3% | +45.8% | -65.0% | -31.3% |
| 3Y | -12.3% | +104.7% | -116.9% | -39.4% |
| 5Y | -80.9% | -21.7% | -59.2% | -83.8% |
| All | +40.1% | +86.1% | -46.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling