-48.1%
PYPL vs TXG
+16.0%
-64.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | +2.7% | +1.8% | +0.9% | +2.2% |
| 30D | -4.9% | +32.0% | -36.9% | -11.9% |
| 3M | +28.9% | +87.0% | -58.1% | +7.6% |
| 6M | +18.2% | +180.1% | -161.8% | -12.7% |
| YTD | -5.0% | +284.1% | -289.1% | -36.2% |
| 1Y | -18.8% | +361.7% | -380.5% | -49.4% |
| 3Y | -12.6% | +15.9% | -28.5% | -25.9% |
| 5Y | -80.8% | -66.2% | -14.6% | -79.5% |
| All | -48.1% | +16.0% | -64.1% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling