+63.3%
PYPL vs TTMI
+650.6%
-587.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.2% |
| 7D | +0.1% | +11.4% | -11.3% | -2.2% |
| 30D | +5.7% | -28.3% | +34.0% | +10.2% |
| 3M | -1.9% | -46.7% | +44.7% | +7.6% |
| 6M | +31.8% | -56.1% | +87.9% | +46.8% |
| YTD | +2.4% | +7.4% | -4.9% | -13.9% |
| 1Y | -8.2% | +17.4% | -25.6% | -25.8% |
| 3Y | +10.2% | +429.1% | -418.9% | -47.2% |
| 5Y | -71.2% | +418.8% | -490.0% | -86.6% |
| 10Y | +49.6% | +411.2% | -361.7% | -34.4% |
| All | +63.3% | +650.6% | -587.3% | -28.6% |
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