+51.9%
PYPL vs TSEM
+873.2%
-821.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -1.1% | +20.5% | -21.6% | -5.2% |
| 30D | +3.8% | -29.0% | +32.7% | +10.4% |
| 3M | -1.3% | -39.4% | +38.1% | +7.9% |
| 6M | +29.0% | -28.5% | +57.6% | +28.9% |
| YTD | +0.7% | +34.4% | -33.7% | -19.6% |
| 1Y | -12.3% | +48.3% | -60.6% | -32.6% |
| 3Y | +7.6% | +543.5% | -535.9% | -52.3% |
| 5Y | -71.7% | +331.4% | -403.1% | -86.0% |
| All | +51.9% | +873.2% | -821.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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