-18.8%
PYPL vs TYL
-34.2%
+15.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -1.4% |
| 7D | +2.7% | -3.7% | +6.4% | +4.2% |
| 30D | -4.9% | +18.7% | -23.6% | -11.9% |
| 3M | +28.9% | +18.1% | +10.7% | +18.9% |
| 6M | +18.2% | -1.1% | +19.4% | +18.1% |
| YTD | -5.0% | -19.8% | +14.8% | +3.3% |
| 1Y | -18.8% | -34.3% | +15.5% | -2.3% |
| All | -18.8% | -34.2% | +15.4% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded TYL 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling