+29.0%
PYPL vs TTMI
-52.1%
+81.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.1% |
| 7D | -1.1% | +22.6% | -23.7% | -0.3% |
| 30D | +3.8% | -34.3% | +38.1% | +2.5% |
| 3M | -1.3% | -44.8% | +43.5% | -3.2% |
| 6M | +29.0% | -53.3% | +82.3% | +23.1% |
| All | +29.0% | -52.1% | +81.2% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling