+36.9%
PYPL vs TXT
+98.4%
-61.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.5% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | -9.7% | -11.1% | +1.3% | -5.7% |
| 3M | +29.2% | -13.0% | +42.2% | +35.4% |
| 6M | +13.9% | -16.2% | +30.1% | +20.6% |
| YTD | -8.1% | -8.7% | +0.6% | -6.7% |
| 1Y | -21.4% | -3.8% | -17.6% | -22.0% |
| 3Y | -11.8% | +5.5% | -17.3% | -16.6% |
| 5Y | -81.1% | +12.3% | -93.4% | -82.7% |
| 10Y | +36.9% | +97.4% | -60.5% | +9.0% |
| All | +36.9% | +98.4% | -61.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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