+60.6%
PYPL vs TTMI
+672.8%
-612.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.4% |
| 7D | -1.1% | +22.6% | -23.7% | -5.2% |
| 30D | +3.8% | -34.3% | +38.1% | +10.1% |
| 3M | -1.3% | -44.8% | +43.5% | +7.6% |
| 6M | +29.0% | -53.3% | +82.3% | +41.7% |
| YTD | +0.7% | +10.6% | -9.8% | -15.8% |
| 1Y | -12.3% | +8.2% | -20.5% | -27.2% |
| 3Y | +7.6% | +435.7% | -428.0% | -48.5% |
| 5Y | -71.7% | +434.2% | -505.9% | -86.9% |
| 10Y | +47.1% | +426.4% | -379.4% | -35.8% |
| All | +60.6% | +672.8% | -612.3% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling