-11.8%
PYPL vs TW
+21.9%
-33.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.5% |
| 7D | +1.7% | -3.5% | +5.2% | +2.6% |
| 30D | -9.7% | +0.5% | -10.2% | -10.0% |
| 3M | +29.2% | +4.9% | +24.3% | +27.2% |
| 6M | +13.9% | -17.1% | +31.0% | +19.3% |
| YTD | -8.1% | -3.9% | -4.3% | -7.7% |
| 1Y | -21.4% | -13.3% | -8.1% | -19.1% |
| 3Y | -11.8% | +20.9% | -32.7% | -17.2% |
| All | -11.8% | +21.9% | -33.7% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling