+51.4%
PYPL vs TNA
+70.4%
-19.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.3% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -4.9% | -4.9% | 0.0% | -3.4% |
| 3M | +28.9% | +0.4% | +28.5% | +27.8% |
| 6M | +18.2% | +32.5% | -14.3% | +5.8% |
| YTD | -5.0% | +53.7% | -58.8% | -19.6% |
| 1Y | -18.8% | +65.1% | -83.9% | -33.6% |
| 3Y | -12.6% | +98.4% | -111.0% | -39.0% |
| 5Y | -80.8% | -22.5% | -58.3% | -83.6% |
| 10Y | +49.9% | +82.5% | -32.6% | -24.4% |
| All | +51.4% | +70.4% | -19.0% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling