+47.2%
PYPL vs TXT
+115.3%
-68.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.5% |
| 7D | +2.2% | -3.5% | +5.7% | +3.5% |
| 30D | +8.1% | +15.2% | -7.0% | +2.0% |
| 3M | +1.9% | -4.5% | +6.4% | +3.2% |
| 6M | +33.1% | -6.1% | +39.2% | +34.8% |
| YTD | +3.8% | -2.0% | +5.7% | +2.1% |
| 1Y | -8.3% | +4.2% | -12.5% | -12.1% |
| 3Y | +11.9% | +14.4% | -2.5% | +2.0% |
| 5Y | -70.4% | +12.3% | -82.8% | -73.1% |
| 10Y | +47.2% | +101.8% | -54.7% | +18.7% |
| All | +47.2% | +115.3% | -68.2% | +18.7% |
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