-81.1%
PYPL vs TSN
-20.8%
-60.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.7% |
| 7D | +1.7% | -5.0% | +6.8% | +3.0% |
| 30D | -9.7% | -9.1% | -0.7% | -7.5% |
| 3M | +29.2% | -7.4% | +36.6% | +31.6% |
| 6M | +13.9% | -13.4% | +27.3% | +17.5% |
| YTD | -8.1% | -8.5% | +0.4% | -6.9% |
| 1Y | -21.4% | -3.2% | -18.2% | -21.9% |
| 3Y | -11.8% | +11.5% | -23.3% | -18.5% |
| 5Y | -81.1% | -19.5% | -61.6% | -79.4% |
| All | -81.1% | -20.8% | -60.4% | -79.4% |
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