+584.1%
TXN vs PYPL
+41.5%
+542.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.3% |
| 7D | +2.2% | +1.7% | +0.5% | +1.4% |
| 30D | -9.5% | -9.7% | +0.3% | -6.7% |
| 3M | -10.5% | +29.2% | -39.7% | -20.0% |
| 6M | +35.4% | +13.9% | +21.5% | +25.9% |
| YTD | +51.8% | -8.1% | +59.9% | +50.6% |
| 1Y | +42.9% | -21.4% | +64.3% | +50.1% |
| 3Y | +71.3% | -11.8% | +83.2% | +66.2% |
| 5Y | +58.0% | -81.1% | +139.2% | +171.6% |
| 10Y | +393.3% | +36.9% | +356.3% | +233.3% |
| All | +584.1% | +41.5% | +542.6% | +343.2% |
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