-71.8%
PYPL vs TSEM
+297.9%
-369.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.6% | +2.5% |
| 7D | +0.1% | +7.0% | -6.9% | -0.9% |
| 30D | +5.7% | -29.8% | +35.4% | +9.6% |
| 3M | -1.9% | -41.9% | +40.0% | +3.8% |
| 6M | +31.8% | -45.8% | +77.6% | +38.2% |
| YTD | +2.4% | +25.1% | -22.7% | -12.2% |
| 1Y | -8.2% | +48.2% | -56.5% | -24.9% |
| 3Y | +10.2% | +476.5% | -466.3% | -39.4% |
| All | -71.8% | +297.9% | -369.7% | -82.4% |
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