+50.1%
PYPL vs TT
+748.9%
-698.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -1.2% | +3.5% | -4.7% | -2.9% |
| 30D | +6.1% | -11.0% | +17.2% | +11.7% |
| 3M | +1.1% | -12.0% | +13.1% | +6.8% |
| 6M | +32.7% | -10.4% | +43.2% | +37.6% |
| YTD | +2.8% | +9.9% | -7.1% | -6.0% |
| 1Y | -10.8% | +1.5% | -12.2% | -14.8% |
| 3Y | +9.8% | +93.7% | -83.9% | -28.0% |
| 5Y | -70.2% | +139.2% | -209.5% | -83.2% |
| 10Y | +50.1% | +741.5% | -691.4% | -56.0% |
| All | +50.1% | +748.9% | -698.8% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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