-22.1%
PYPL vs TTD
-73.2%
+51.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -4.3% | -4.6% | +0.3% | -2.9% |
| 30D | -11.5% | +3.7% | -15.1% | -12.5% |
| 3M | +26.1% | -30.2% | +56.4% | +39.5% |
| 6M | +13.7% | -51.4% | +65.1% | +42.6% |
| YTD | -9.8% | -63.4% | +53.6% | +29.0% |
| 1Y | -22.1% | -73.5% | +51.5% | +27.5% |
| All | -22.1% | -73.2% | +51.1% | +27.5% |
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