+9.7%
PYPL vs TT
+89.7%
-80.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | +3.9% | -2.0% | +5.9% | +4.5% |
| 30D | +7.8% | -14.0% | +21.8% | +12.6% |
| 3M | -0.7% | -15.9% | +15.2% | +4.4% |
| 6M | +28.8% | -17.3% | +46.1% | +35.1% |
| YTD | +2.4% | +4.0% | -1.6% | -4.0% |
| 1Y | -9.6% | -7.1% | -2.5% | -10.2% |
| 3Y | +9.7% | +90.2% | -80.6% | -20.7% |
| All | +9.7% | +89.7% | -80.0% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling