-7.9%
PYPL vs TTMI
+9.6%
-17.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -10.1% | +13.5% | +3.1% |
| 7D | +6.5% | -19.2% | +25.6% | +5.8% |
| 30D | +10.6% | -44.9% | +55.5% | +9.2% |
| 3M | +3.1% | -44.7% | +47.8% | +1.9% |
| 6M | +20.2% | -53.4% | +73.6% | +18.1% |
| YTD | +4.0% | +6.3% | -2.3% | -0.4% |
| 1Y | -7.9% | +10.7% | -18.6% | -12.8% |
| All | -7.9% | +9.6% | -17.5% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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