+47.5%
PYPL vs TTD
+436.3%
-388.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -3.0% |
| 7D | +1.0% | +19.9% | -18.9% | -4.0% |
| 30D | +5.9% | +27.6% | -21.8% | -1.2% |
| 3M | -0.2% | +15.2% | -15.4% | -4.6% |
| 6M | +30.3% | -33.2% | +63.5% | +41.3% |
| YTD | +1.6% | -59.4% | +61.0% | +24.5% |
| 1Y | -10.3% | -64.4% | +54.1% | +13.7% |
| 3Y | +8.5% | -75.9% | +84.4% | +37.7% |
| 5Y | -71.0% | -82.6% | +11.7% | -63.1% |
| 10Y | +46.9% | +558.1% | -511.2% | +3.4% |
| All | +47.5% | +436.3% | -388.8% | +5.7% |
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