+65.4%
PYPL vs TSN
+85.0%
-19.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +2.2% | +4.9% | -2.7% | +1.0% |
| 30D | +8.1% | +12.1% | -3.9% | +5.3% |
| 3M | +1.9% | +4.1% | -2.2% | +0.8% |
| 6M | +33.1% | -10.9% | +44.0% | +36.2% |
| YTD | +3.8% | +4.8% | -1.0% | +1.9% |
| 1Y | -8.3% | +17.6% | -26.0% | -12.5% |
| 3Y | +11.9% | +43.2% | -31.4% | +0.7% |
| 5Y | -70.4% | -13.9% | -56.6% | -70.3% |
| 10Y | +47.2% | +11.8% | +35.3% | +34.6% |
| All | +65.4% | +85.0% | -19.6% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling