+59.6%
TXN vs PYPL
-81.1%
+140.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +4.0% | -2.3% | +6.2% | +4.5% |
| 30D | -2.9% | -9.0% | +6.2% | -0.9% |
| 3M | -9.1% | +30.6% | -39.7% | -16.3% |
| 6M | +36.6% | +18.6% | +18.1% | +28.4% |
| YTD | +57.5% | -7.2% | +64.7% | +57.2% |
| 1Y | +49.5% | -19.3% | +68.8% | +55.3% |
| 3Y | +76.5% | -12.3% | +88.8% | +74.9% |
| All | +59.6% | -81.1% | +140.7% | +101.6% |
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 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