+37.9%
PYPL vs TTD
+401.9%
-364.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.3% | -1.9% |
| 7D | +2.7% | +6.3% | -3.7% | +1.1% |
| 30D | -4.9% | -23.9% | +19.0% | +1.0% |
| 3M | +28.9% | -31.4% | +60.3% | +40.3% |
| 6M | +18.2% | -42.7% | +60.9% | +33.1% |
| YTD | -5.0% | -62.0% | +57.0% | +19.2% |
| 1Y | -18.8% | -72.2% | +53.4% | +10.2% |
| 3Y | -12.6% | -81.9% | +69.4% | +19.7% |
| 5Y | -80.8% | -81.5% | +0.8% | -76.1% |
| All | +37.9% | +401.9% | -364.0% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling