+71.9%
TXN vs PYPL
-14.5%
+86.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | +2.7% | -4.3% | +7.0% | +3.6% |
| 30D | -6.7% | -11.5% | +4.7% | -4.4% |
| 3M | -8.9% | +26.1% | -35.0% | -15.4% |
| 6M | +34.7% | +13.7% | +21.0% | +27.9% |
| YTD | +53.3% | -9.8% | +63.2% | +56.0% |
| 1Y | +45.0% | -22.1% | +67.1% | +55.3% |
| All | +71.9% | -14.5% | +86.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling