+47.2%
PYPL vs TTD
+574.0%
-526.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +15.5% | -14.1% | -2.7% |
| 7D | +2.2% | +19.0% | -16.8% | -2.7% |
| 30D | +8.1% | +23.6% | -15.5% | +1.7% |
| 3M | +1.9% | +8.2% | -6.3% | -1.0% |
| 6M | +33.1% | -35.3% | +68.4% | +45.7% |
| YTD | +3.8% | -60.7% | +64.4% | +28.7% |
| 1Y | -8.3% | -65.3% | +57.0% | +17.4% |
| 3Y | +11.9% | -80.6% | +92.4% | +50.1% |
| 5Y | -70.4% | -84.6% | +14.2% | -61.3% |
| 10Y | +47.2% | +550.5% | -503.4% | +7.2% |
| All | +47.2% | +574.0% | -526.9% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling