-81.1%
PYPL vs TSEM
+657.2%
-738.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.1% |
| 7D | +1.7% | +10.4% | -8.7% | +0.3% |
| 30D | -9.7% | -12.9% | +3.2% | -8.2% |
| 3M | +29.2% | -9.2% | +38.4% | +28.1% |
| 6M | +13.9% | +98.8% | -84.9% | -6.6% |
| YTD | -8.1% | +87.2% | -95.3% | -24.7% |
| 1Y | -21.4% | +239.0% | -260.4% | -45.5% |
| 3Y | -11.8% | +679.5% | -691.3% | -53.2% |
| 5Y | -81.1% | +667.3% | -748.4% | -90.3% |
| All | -81.1% | +657.2% | -738.4% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling