-81.0%
PYPL vs TYL
-25.2%
-55.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -0.6% |
| 7D | +2.7% | -3.7% | +6.4% | +5.0% |
| 30D | -4.9% | +18.7% | -23.6% | -14.9% |
| 3M | +28.9% | +18.1% | +10.7% | +14.6% |
| 6M | +18.2% | -1.1% | +19.4% | +16.8% |
| YTD | -5.0% | -19.8% | +14.8% | +6.9% |
| 1Y | -18.8% | -34.3% | +15.5% | +4.0% |
| 3Y | -12.6% | -8.2% | -4.4% | -17.7% |
| All | -81.0% | -25.2% | -55.9% | -80.4% |
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