+36.0%
TSM vs PYPL
-9.5%
+45.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.7% | -2.5% |
| 7D | -10.0% | +6.5% | -16.4% | -10.4% |
| 30D | -18.5% | +10.6% | -29.2% | -19.2% |
| 3M | -4.9% | +3.1% | -8.0% | -5.1% |
| 6M | -1.0% | +20.2% | -21.1% | -2.9% |
| YTD | +31.3% | +4.0% | +27.2% | +30.0% |
| 1Y | +36.0% | -7.9% | +43.9% | +36.7% |
| All | +36.0% | -9.5% | +45.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 1y: compounded portfolio wealth divided by compounded PYPL 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…
1y analysis · Full analysis span regression · 6 months rolling