+49.5%
TXN vs PYPL
-17.4%
+66.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.8% |
| 7D | +4.0% | -2.3% | +6.2% | +4.0% |
| 30D | -2.9% | -9.0% | +6.2% | -2.7% |
| 3M | -9.1% | +30.6% | -39.7% | -9.9% |
| 6M | +36.6% | +18.6% | +18.1% | +35.4% |
| YTD | +57.5% | -7.2% | +64.7% | +65.4% |
| 1Y | +49.5% | -19.3% | +68.8% | +67.6% |
| All | +49.5% | -17.4% | +66.9% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling