+40.1%
PYPL vs TTMI
+1,127.6%
-1,087.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | 0.0% |
| 7D | -2.3% | +0.7% | -2.9% | -2.5% |
| 30D | -9.0% | -8.4% | -0.6% | -7.7% |
| 3M | +30.6% | -32.5% | +63.0% | +39.3% |
| 6M | +18.6% | +32.5% | -13.9% | +2.9% |
| YTD | -7.2% | +83.2% | -90.4% | -29.1% |
| 1Y | -19.3% | +161.7% | -180.9% | -46.4% |
| 3Y | -12.3% | +890.1% | -902.4% | -65.2% |
| 5Y | -80.9% | +832.4% | -913.3% | -92.5% |
| All | +40.1% | +1,127.6% | -1,087.5% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling