-43.6%
PYPL vs TW
+298.0%
-341.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -1.1% | +3.2% | -4.3% | -2.5% |
| 30D | +3.8% | +19.7% | -15.9% | -4.1% |
| 3M | -1.3% | +26.8% | -28.1% | -11.3% |
| 6M | +29.0% | +20.9% | +8.2% | +17.3% |
| YTD | +0.7% | +22.9% | -22.1% | -9.5% |
| 1Y | -12.3% | +20.4% | -32.6% | -20.6% |
| 3Y | +7.6% | +42.9% | -35.2% | -14.0% |
| 5Y | -71.7% | +40.2% | -111.9% | -77.8% |
| All | -43.6% | +298.0% | -341.6% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling