+33.5%
PYPL vs TTD
+387.7%
-354.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.5% |
| 7D | +1.7% | +1.7% | 0.0% | +1.3% |
| 30D | -9.7% | +1.6% | -11.3% | -10.3% |
| 3M | +29.2% | -27.8% | +57.1% | +38.9% |
| 6M | +13.9% | -52.1% | +66.0% | +35.0% |
| YTD | -8.1% | -63.1% | +55.0% | +16.3% |
| 1Y | -21.4% | -73.1% | +51.7% | +7.6% |
| 3Y | -11.8% | -83.3% | +71.5% | +23.3% |
| 5Y | -81.1% | -80.6% | -0.5% | -76.8% |
| All | +33.5% | +387.7% | -354.2% | -1.3% |
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