+290.7%
TSM vs PYPL
-81.9%
+372.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.2% |
| 7D | +6.0% | +1.7% | +4.3% | +5.4% |
| 30D | +4.5% | -9.7% | +14.3% | +6.8% |
| 3M | +3.1% | +29.2% | -26.1% | -4.8% |
| 6M | +30.2% | +13.9% | +16.3% | +24.1% |
| YTD | +45.2% | -8.1% | +53.3% | +45.5% |
| 1Y | +79.6% | -21.4% | +100.9% | +87.0% |
| 3Y | +411.0% | -11.8% | +422.8% | +398.2% |
| 5Y | +290.7% | -81.1% | +371.9% | +413.2% |
| All | +290.7% | -81.9% | +372.6% | +413.2% |
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