+1,502.2%
TSM vs PYPL
+49.6%
+1,452.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | -2.5% | +2.2% | -4.7% | -3.2% |
| 30D | -14.3% | +8.1% | -22.4% | -16.5% |
| 3M | -7.2% | +1.9% | -9.1% | -8.4% |
| 6M | -5.1% | +33.1% | -38.2% | -15.3% |
| YTD | +28.9% | +3.8% | +25.1% | +23.5% |
| 1Y | +37.1% | -8.3% | +45.4% | +37.0% |
| 3Y | +341.5% | +11.9% | +329.6% | +291.2% |
| 5Y | +245.7% | -70.4% | +316.1% | +382.2% |
| 10Y | +1,502.2% | +47.2% | +1,455.1% | +1,009.0% |
| All | +1,502.2% | +49.6% | +1,452.7% | +1,009.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling