+36.9%
PYPL vs TT
+899.5%
-862.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +1.7% | +1.6% | +0.2% | +1.0% |
| 30D | -9.7% | -7.3% | -2.4% | -6.4% |
| 3M | +29.2% | -2.6% | +31.8% | +29.6% |
| 6M | +13.9% | +5.9% | +8.0% | +8.6% |
| YTD | -8.1% | +15.4% | -23.5% | -17.2% |
| 1Y | -21.4% | +8.2% | -29.6% | -27.0% |
| 3Y | -11.8% | +122.7% | -134.5% | -45.9% |
| 5Y | -81.1% | +145.0% | -226.1% | -89.3% |
| 10Y | +36.9% | +893.7% | -856.8% | -59.0% |
| All | +36.9% | +899.5% | -862.6% | -59.0% |
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