+51.4%
PYPL vs TTMI
+1,172.5%
-1,121.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.8% | -11.9% | -4.9% |
| 7D | +2.7% | +5.9% | -3.2% | +1.3% |
| 30D | -4.9% | -4.3% | -0.6% | -4.5% |
| 3M | +28.9% | -32.0% | +60.9% | +36.7% |
| 6M | +18.2% | +19.5% | -1.2% | +5.9% |
| YTD | -5.0% | +82.0% | -87.1% | -26.0% |
| 1Y | -18.8% | +172.6% | -191.5% | -45.3% |
| 3Y | -12.6% | +744.7% | -757.2% | -60.6% |
| 5Y | -80.8% | +805.6% | -886.3% | -91.8% |
| 10Y | +49.9% | +1,057.6% | -1,007.7% | -41.0% |
| All | +51.4% | +1,172.5% | -1,121.2% | -38.7% |
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