-12.3%
TLT vs PYPL
+41.9%
-54.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | +3.7% | +5.9% | -2.1% | +3.7% |
| 3M | -0.7% | -0.2% | -0.4% | -0.7% |
| 6M | -4.2% | +30.3% | -34.5% | -4.1% |
| YTD | -4.0% | +1.6% | -5.5% | -4.0% |
| 1Y | -5.8% | -10.3% | +4.5% | -5.9% |
| 3Y | +4.1% | +8.5% | -4.4% | +4.3% |
| 5Y | -34.8% | -71.0% | +36.2% | -37.8% |
| 10Y | -12.3% | +46.9% | -59.3% | -7.2% |
| All | -12.3% | +41.9% | -54.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 10y: compounded portfolio wealth divided by compounded PYPL 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…
10y analysis · Full analysis span regression · 6 months rolling