+51.4%
PYPL vs TXT
+82.4%
-31.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | +2.7% | -4.8% | +7.5% | +4.7% |
| 30D | -4.9% | -10.6% | +5.7% | -0.8% |
| 3M | +28.9% | -13.2% | +42.1% | +35.3% |
| 6M | +18.2% | -20.3% | +38.6% | +27.9% |
| YTD | -5.0% | -9.3% | +4.2% | -3.3% |
| 1Y | -18.8% | -2.7% | -16.1% | -19.8% |
| 3Y | -12.6% | +1.4% | -14.0% | -16.0% |
| 5Y | -80.8% | +9.6% | -90.3% | -82.2% |
| 10Y | +49.9% | +94.9% | -45.0% | +3.3% |
| All | +51.4% | +82.4% | -31.0% | +9.2% |
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