-17.9%
PYPL vs TSEM
+220.1%
-238.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.2% |
| 7D | -5.9% | +0.9% | -6.9% | -5.9% |
| 30D | -9.4% | -16.6% | +7.2% | -9.5% |
| 3M | +31.3% | -10.9% | +42.2% | +30.8% |
| 6M | +19.1% | +78.0% | -58.9% | +14.0% |
| YTD | -7.9% | +77.2% | -85.1% | -13.0% |
| 1Y | -17.9% | +207.6% | -225.4% | -28.1% |
| All | -17.9% | +220.1% | -238.0% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling