-19.0%
PYPL vs TTD
-73.2%
+54.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -1.9% |
| 7D | +2.4% | +6.3% | -3.9% | +0.6% |
| 30D | -5.1% | -23.9% | +18.8% | +2.2% |
| 3M | +28.6% | -31.4% | +59.9% | +43.2% |
| 6M | +17.9% | -42.7% | +60.6% | +37.2% |
| YTD | -5.3% | -62.0% | +56.7% | +33.8% |
| 1Y | -19.0% | -72.2% | +53.2% | +30.1% |
| All | -19.0% | -73.2% | +54.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling