+61.9%
PYPL vs TXT
+100.3%
-38.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.8% |
| 7D | +1.0% | -1.1% | +2.0% | +1.3% |
| 30D | +5.9% | +17.1% | -11.2% | -0.8% |
| 3M | -0.2% | -2.6% | +2.4% | +0.2% |
| 6M | +30.3% | -4.6% | +34.9% | +31.1% |
| YTD | +1.6% | -0.3% | +1.9% | -0.7% |
| 1Y | -10.3% | +5.9% | -16.2% | -14.5% |
| 3Y | +8.5% | +14.4% | -5.9% | -1.0% |
| 5Y | -71.0% | +15.9% | -86.8% | -73.8% |
| 10Y | +46.9% | +99.6% | -52.6% | +0.2% |
| All | +61.9% | +100.3% | -38.4% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling