+39.0%
PYPL vs TSEM
+1,289.9%
-1,250.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.1% |
| 7D | -5.9% | +0.9% | -6.9% | -6.3% |
| 30D | -9.4% | -16.6% | +7.2% | -5.9% |
| 3M | +31.3% | -10.9% | +42.2% | +30.0% |
| 6M | +19.1% | +78.0% | -58.9% | -7.0% |
| YTD | -7.9% | +77.2% | -85.1% | -29.3% |
| 1Y | -17.9% | +207.6% | -225.4% | -48.0% |
| 3Y | -11.6% | +637.8% | -649.4% | -60.4% |
| 5Y | -81.0% | +617.0% | -698.0% | -91.7% |
| All | +39.0% | +1,289.9% | -1,250.9% | -49.9% |
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