-7.9%
PYPL vs TXG
+406.9%
-414.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.4% | 0.0% | +3.2% |
| 7D | +6.5% | -19.3% | +25.7% | +8.0% |
| 30D | +10.6% | -30.9% | +41.6% | +13.4% |
| 3M | +3.1% | +41.1% | -38.0% | -1.0% |
| 6M | +20.2% | +211.9% | -191.7% | +4.8% |
| YTD | +4.0% | +314.0% | -310.0% | -12.2% |
| 1Y | -7.9% | +405.4% | -413.3% | -24.0% |
| All | -7.9% | +406.9% | -414.8% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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