+236.4%
TSM vs PYPL
-73.7%
+310.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.2% |
| 7D | -7.6% | +3.9% | -11.5% | -8.4% |
| 30D | -20.5% | +7.8% | -28.3% | -22.0% |
| 3M | -10.0% | -0.7% | -9.3% | -10.2% |
| 6M | -10.1% | +28.8% | -38.8% | -16.7% |
| YTD | +24.5% | +2.4% | +22.1% | +21.3% |
| 1Y | +31.2% | -9.6% | +40.8% | +32.2% |
| 3Y | +322.0% | +9.7% | +312.3% | +288.3% |
| All | +236.4% | -73.7% | +310.1% | +271.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling