The unique style of the diagrams at xkcd has an informative but nice hand-drawn touch. I guess they are actually drawn by hand but just recently on our partner site for Mathematica someone asked how to draw a similar diagram such as this one with Mathematica's plot functions (xkcd-style-graphs).
Now without Mathematica this should be possible as well but I have a hard time getting the details right. Can such a diagram be created in TeX with a similar design? My first attempt does not look particularly great but here it is (the font is from http://antiyawn.com/uploads/humorsans.html):
\documentclass{standalone}
\usepackage{tikz,color}
\usepackage{pgfplots}
\usepackage{fontspec}
\setmainfont{Humor-Sans}
\begin{document}
\begin{tikzpicture}
\pgfplotsset{every axis/.append style={line width=1pt}}
\begin{axis}[%
axis x line=bottom,
axis y line=left,
xtick={1.2, 2.9, 4.5},
xticklabels={-3 days, -1 day, 5 minutes},
yticklabels={}
]
% 1st plot
\addplot [cyan!80!white, samples=200, domain=0:6] {0.05*rnd+3+(sin(deg(x))^2)/sqrt(x)*exp(-(x-2))};
% white background for 2nd plot
\addplot [white, samples=200, domain=0:6,line width=4pt] {0.05*rnd+0.4*x+2+x^2*sin(deg(x))^2*exp(-x)};
% 2nd plot
\addplot [red!80!white, samples=200, domain=0:6] {0.05*rnd+0.4*x+2+x^2*sin(deg(x))^2*exp(-x)};
\end{axis}
\node at (2.7,4.6) {downhill};
\draw plot[smooth, tension=.7,line width=2pt] coordinates {(1.2679,5.5206) (1.9454,5.493) (2.4017,4.9261)};
\end{tikzpicture}
\end{document}
pgfplotstable
, then add random steps with a lower number of samples and plot the result.