+10.2%
PYPL vs TXG
+65.2%
-55.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | +0.1% | -1.8% | +1.9% | +0.3% |
| 30D | +5.7% | -20.4% | +26.1% | +8.4% |
| 3M | -1.9% | +0.1% | -2.0% | -4.0% |
| 6M | +31.8% | +176.2% | -144.4% | +6.3% |
| YTD | +2.4% | +256.8% | -254.3% | -22.4% |
| 1Y | -8.2% | +255.9% | -264.2% | -30.8% |
| 3Y | +10.2% | +60.2% | -50.0% | -11.5% |
| All | +10.2% | +65.2% | -55.0% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling