-49.7%
PYPL vs TXG
+22.9%
-72.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.5% |
| 7D | -5.9% | +5.0% | -10.9% | -7.2% |
| 30D | -9.4% | +13.5% | -22.9% | -12.4% |
| 3M | +31.3% | +128.0% | -96.7% | +4.2% |
| 6M | +19.1% | +224.4% | -205.3% | -15.4% |
| YTD | -7.9% | +307.0% | -314.9% | -39.0% |
| 1Y | -17.9% | +427.2% | -445.1% | -50.6% |
| 3Y | -11.6% | +40.2% | -51.8% | -29.1% |
| 5Y | -81.0% | -64.0% | -17.0% | -80.1% |
| All | -49.7% | +22.9% | -72.6% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling