-8.3%
PYPL vs TT
-2.5%
-5.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +1.4% |
| 7D | +2.2% | +1.7% | +0.4% | +2.2% |
| 30D | +8.1% | -11.8% | +20.0% | +7.7% |
| 3M | +1.9% | -12.6% | +14.5% | +1.1% |
| 6M | +33.1% | -9.4% | +42.5% | +31.7% |
| YTD | +3.8% | +8.8% | -5.1% | +3.0% |
| All | -8.3% | -2.5% | -5.8% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling