-19.3%
PYPL vs TNA
+52.8%
-72.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -2.3% | -7.3% | +5.0% | -0.8% |
| 30D | -9.0% | -14.2% | +5.1% | -6.2% |
| 3M | +30.6% | -4.6% | +35.1% | +31.5% |
| 6M | +18.6% | +36.9% | -18.4% | +9.2% |
| YTD | -7.2% | +42.5% | -49.7% | -16.7% |
| 1Y | -19.3% | +45.8% | -65.0% | -27.0% |
| All | -19.3% | +52.8% | -72.1% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling