+51.4%
PYPL vs TT
+933.5%
-882.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -4.9% | -7.4% | +2.5% | -1.3% |
| 3M | +28.9% | -3.2% | +32.1% | +29.7% |
| 6M | +18.2% | +1.1% | +17.1% | +15.4% |
| YTD | -5.0% | +15.6% | -20.6% | -14.6% |
| 1Y | -18.8% | +9.2% | -28.0% | -25.0% |
| 3Y | -12.6% | +124.4% | -137.0% | -46.6% |
| 5Y | -80.8% | +138.0% | -218.8% | -88.9% |
| 10Y | +49.9% | +886.4% | -836.5% | -59.2% |
| All | +51.4% | +933.5% | -882.2% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling