-19.8%
TLT vs PYPL
+36.1%
-55.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -0.3% | -4.3% | +4.1% | -0.3% |
| 30D | 0.0% | -11.5% | +11.4% | 0.0% |
| 3M | -2.9% | +26.1% | -29.0% | -2.8% |
| 6M | -6.3% | +13.7% | -19.9% | -6.2% |
| YTD | -3.3% | -9.8% | +6.5% | -3.4% |
| 1Y | -4.2% | -22.1% | +17.8% | -4.3% |
| 3Y | -1.7% | -13.5% | +11.8% | -1.7% |
| 5Y | -34.9% | -81.6% | +46.7% | -38.9% |
| 10Y | -19.8% | +38.8% | -58.6% | -16.3% |
| All | -19.8% | +36.1% | -55.9% | -16.3% |
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