-34.3%
TLT vs PYPL
-73.7%
+39.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | +3.9% | -3.8% | 0.0% |
| 30D | +6.2% | +7.8% | -1.6% | +5.9% |
| 3M | +0.1% | -0.7% | +0.7% | 0.0% |
| 6M | -3.0% | +28.8% | -31.7% | -4.0% |
| YTD | -2.7% | +2.4% | -5.1% | -3.1% |
| 1Y | -4.8% | -9.6% | +4.8% | -4.8% |
| 3Y | +6.9% | +9.7% | -2.8% | +5.3% |
| All | -34.3% | -73.7% | +39.4% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling