-46.8%
PYPL vs TW
+221.1%
-267.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.4% |
| 7D | +2.7% | -2.3% | +5.0% | +3.7% |
| 30D | -4.9% | +3.9% | -8.8% | -6.6% |
| 3M | +28.9% | +5.7% | +23.2% | +24.6% |
| 6M | +18.2% | -14.5% | +32.8% | +25.3% |
| YTD | -5.0% | -0.9% | -4.2% | -6.1% |
| 1Y | -18.8% | -13.5% | -5.3% | -14.9% |
| 3Y | -12.6% | +25.0% | -37.6% | -26.3% |
| 5Y | -80.8% | +22.7% | -103.5% | -84.1% |
| All | -46.8% | +221.1% | -267.9% | -69.4% |
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