-81.0%
PYPL vs TTD
-81.6%
+0.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.3% | -1.8% |
| 7D | +2.7% | +6.3% | -3.7% | +0.9% |
| 30D | -4.9% | -23.9% | +19.0% | +1.6% |
| 3M | +28.9% | -31.4% | +60.3% | +41.6% |
| 6M | +18.2% | -42.7% | +60.9% | +34.8% |
| YTD | -5.0% | -62.0% | +57.0% | +22.4% |
| 1Y | -18.8% | -72.2% | +53.4% | +14.1% |
| 3Y | -12.6% | -81.9% | +69.4% | +21.5% |
| All | -81.0% | -81.6% | +0.6% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling