-81.1%
PYPL vs TXT
+12.6%
-93.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.6% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | -9.7% | -11.1% | +1.3% | -4.2% |
| 3M | +29.2% | -13.0% | +42.2% | +37.6% |
| 6M | +13.9% | -16.2% | +30.1% | +23.1% |
| YTD | -8.1% | -8.7% | +0.6% | -6.9% |
| 1Y | -21.4% | -3.8% | -17.6% | -23.2% |
| 3Y | -11.8% | +5.5% | -17.3% | -22.2% |
| 5Y | -81.1% | +12.3% | -93.4% | -85.0% |
| All | -81.1% | +12.6% | -93.7% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling