+60.6%
PYPL vs TT
+878.5%
-817.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.1% | +8.1% | -9.2% | -4.8% |
| 30D | +3.8% | -11.3% | +15.1% | +9.4% |
| 3M | -1.3% | -11.2% | +9.9% | +3.9% |
| 6M | +29.0% | -8.9% | +37.9% | +32.6% |
| YTD | +0.7% | +9.7% | -9.0% | -7.7% |
| 1Y | -12.3% | +1.3% | -13.5% | -16.1% |
| 3Y | +7.6% | +93.4% | -85.7% | -28.8% |
| 5Y | -71.7% | +133.5% | -205.2% | -83.6% |
| 10Y | +47.1% | +739.9% | -692.8% | -56.9% |
| All | +60.6% | +878.5% | -817.9% | -58.2% |
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 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