-48.4%
PYPL vs TW
+209.8%
-258.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | -5.9% | -2.7% | -3.2% | -4.8% |
| 30D | -9.4% | -1.7% | -7.7% | -8.9% |
| 3M | +31.3% | +1.6% | +29.7% | +29.3% |
| 6M | +19.1% | -17.7% | +36.8% | +28.4% |
| YTD | -7.9% | -4.3% | -3.5% | -7.5% |
| 1Y | -17.9% | -13.1% | -4.8% | -14.1% |
| 3Y | -11.6% | +20.3% | -31.9% | -24.2% |
| 5Y | -81.0% | +22.0% | -103.0% | -84.3% |
| All | -48.4% | +209.8% | -258.2% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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