+63.2%
PYPL vs TT
+827.1%
-763.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.7% |
| 7D | +3.9% | -2.0% | +5.9% | +4.8% |
| 30D | +7.8% | -14.0% | +21.8% | +15.3% |
| 3M | -0.7% | -15.9% | +15.2% | +7.3% |
| 6M | +28.8% | -17.3% | +46.1% | +38.7% |
| YTD | +2.4% | +4.0% | -1.6% | -3.7% |
| 1Y | -9.6% | -7.1% | -2.5% | -9.7% |
| 3Y | +9.7% | +90.2% | -80.6% | -27.1% |
| 5Y | -73.5% | +131.1% | -204.6% | -84.6% |
| 10Y | +46.5% | +777.7% | -731.3% | -58.0% |
| All | +63.2% | +827.1% | -763.9% | -56.4% |
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