+2,041.6%
TSM vs PYPL
+57.6%
+1,983.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.2% |
| 7D | -7.6% | +3.9% | -11.5% | -8.7% |
| 30D | -20.5% | +7.8% | -28.3% | -22.5% |
| 3M | -10.0% | -0.7% | -9.3% | -10.4% |
| 6M | -10.1% | +28.8% | -38.8% | -18.8% |
| YTD | +24.5% | +2.4% | +22.1% | +19.8% |
| 1Y | +31.2% | -9.6% | +40.8% | +31.7% |
| 3Y | +322.0% | +9.7% | +312.3% | +277.3% |
| 5Y | +245.3% | -73.5% | +318.7% | +395.5% |
| 10Y | +1,465.8% | +46.5% | +1,419.4% | +1,031.1% |
| All | +2,041.6% | +57.6% | +1,983.9% | +1,368.3% |
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