-4.8%
TLT vs PYPL
+46.2%
-51.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.1% |
| 7D | -0.4% | +2.7% | -3.1% | -0.4% |
| 30D | -0.6% | -4.9% | +4.3% | -0.6% |
| 3M | -2.7% | +28.9% | -31.6% | -2.5% |
| 6M | -5.6% | +18.2% | -23.9% | -5.4% |
| YTD | -2.8% | -5.0% | +2.2% | -2.8% |
| 1Y | -1.4% | -18.8% | +17.4% | -1.6% |
| 3Y | -1.6% | -12.6% | +11.0% | -1.6% |
| 5Y | -33.8% | -80.8% | +47.0% | -38.5% |
| 10Y | -21.1% | +49.9% | -71.1% | -10.5% |
| All | -4.8% | +46.2% | -51.1% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling