-70.3%
PYPL vs TSN
-14.3%
-56.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +2.2% | +4.9% | -2.7% | +0.8% |
| 30D | +8.1% | +12.1% | -3.9% | +4.8% |
| 3M | +1.9% | +4.1% | -2.2% | +0.6% |
| 6M | +33.1% | -10.9% | +44.0% | +37.1% |
| YTD | +3.8% | +4.8% | -1.0% | +1.3% |
| 1Y | -8.3% | +17.6% | -26.0% | -13.9% |
| 3Y | +11.9% | +43.2% | -31.4% | -5.0% |
| All | -70.3% | -14.3% | -56.0% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling