+500.5%
PAYC vs TAP
-47.8%
+548.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -9.5% | -8.0% | -1.5% | -7.0% |
| 30D | +3.3% | +4.1% | -0.8% | +2.0% |
| 3M | +14.5% | -4.4% | +18.9% | +16.0% |
| 6M | +76.0% | -1.9% | +78.0% | +77.3% |
| YTD | +53.4% | -12.1% | +65.4% | +58.3% |
| 1Y | +43.8% | -12.0% | +55.8% | +48.2% |
| 3Y | +45.3% | -25.0% | +70.3% | +55.4% |
| 5Y | -48.9% | -1.1% | -47.8% | -51.2% |
| 10Y | +500.5% | -47.6% | +548.2% | +504.5% |
| All | +500.5% | -47.8% | +548.4% | +504.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling