-71.8%
PYPL vs TT
+131.0%
-202.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.4% |
| 7D | +0.1% | +4.0% | -4.0% | -1.9% |
| 30D | +5.7% | -11.3% | +17.0% | +11.5% |
| 3M | -1.9% | -12.3% | +10.4% | +4.0% |
| 6M | +31.8% | -10.8% | +42.7% | +36.9% |
| YTD | +2.4% | +8.2% | -5.7% | -7.1% |
| 1Y | -8.2% | +1.5% | -9.7% | -13.5% |
| 3Y | +10.2% | +91.5% | -81.3% | -35.7% |
| All | -71.8% | +131.0% | -202.8% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling