-81.0%
PYPL vs TNA
-26.1%
-55.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.2% |
| 7D | -5.9% | -7.6% | +1.6% | -3.4% |
| 30D | -9.4% | -13.6% | +4.2% | -4.7% |
| 3M | +31.3% | +2.8% | +28.5% | +29.0% |
| 6M | +19.1% | +34.5% | -15.4% | +4.4% |
| YTD | -7.9% | +41.0% | -48.9% | -21.7% |
| 1Y | -17.9% | +52.0% | -69.9% | -33.1% |
| 3Y | -11.6% | +103.5% | -115.1% | -44.1% |
| 5Y | -81.0% | -22.5% | -58.5% | -84.7% |
| All | -81.0% | -26.1% | -55.0% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling