+2,340.0%
TSM vs PYPL
+46.2%
+2,293.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.8% |
| 7D | +2.7% | +2.7% | +0.1% | +1.7% |
| 30D | +3.6% | -4.9% | +8.5% | +4.8% |
| 3M | -3.4% | +28.9% | -32.3% | -12.7% |
| 6M | +20.6% | +18.2% | +2.4% | +11.9% |
| YTD | +41.9% | -5.0% | +46.9% | +40.3% |
| 1Y | +84.4% | -18.8% | +103.2% | +91.3% |
| 3Y | +380.2% | -12.6% | +392.8% | +365.9% |
| 5Y | +275.3% | -80.8% | +356.1% | +513.4% |
| 10Y | +1,751.4% | +49.9% | +1,701.5% | +1,227.4% |
| All | +2,340.0% | +46.2% | +2,293.8% | +1,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling