+51.9%
PYPL vs TSN
+15.3%
+36.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | +3.8% | +10.2% | -6.4% | +1.3% |
| 3M | -1.3% | +7.2% | -8.4% | -3.2% |
| 6M | +29.0% | -10.6% | +39.6% | +32.2% |
| YTD | +0.7% | +3.7% | -3.0% | -1.0% |
| 1Y | -12.3% | +13.5% | -25.8% | -15.9% |
| 3Y | +7.6% | +40.1% | -32.5% | -3.8% |
| 5Y | -71.7% | -14.5% | -57.2% | -71.5% |
| All | +51.9% | +15.3% | +36.6% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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