+84.4%
TSM vs PYPL
-20.5%
+104.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.1% | +3.2% |
| 7D | +2.7% | +2.4% | +0.3% | +2.4% |
| 30D | +3.6% | -5.1% | +8.7% | +4.1% |
| 3M | -3.4% | +28.6% | -31.9% | -7.0% |
| 6M | +20.6% | +17.9% | +2.7% | +17.7% |
| YTD | +41.9% | -5.3% | +47.1% | +41.6% |
| 1Y | +84.4% | -19.0% | +103.4% | +98.6% |
| All | +84.4% | -20.5% | +104.8% | +98.6% |
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