-70.2%
PYPL vs TYL
-20.9%
-49.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.6% |
| 30D | +6.1% | +25.2% | -19.1% | -7.5% |
| 3M | +1.1% | +31.8% | -30.7% | -15.5% |
| 6M | +32.7% | +36.3% | -3.5% | +7.1% |
| YTD | +2.8% | -6.3% | +9.0% | +4.7% |
| 1Y | -10.8% | -9.5% | -1.3% | -7.2% |
| 3Y | +9.8% | +1.6% | +8.2% | -2.0% |
| 5Y | -70.2% | -21.8% | -48.5% | -69.2% |
| All | -70.2% | -20.9% | -49.4% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling