+347.5%
PAYC vs TAP
-51.4%
+398.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -8.7% | -5.1% | -3.7% | -7.2% |
| 30D | +1.2% | -8.4% | +9.6% | +4.0% |
| 3M | +58.6% | -3.9% | +62.5% | +61.0% |
| 6M | +56.6% | -14.4% | +71.0% | +64.2% |
| YTD | +36.2% | -14.7% | +51.0% | +42.2% |
| 1Y | -2.2% | -18.7% | +16.5% | +3.4% |
| 3Y | -22.3% | -32.6% | +10.3% | -14.0% |
| 5Y | -53.9% | -1.4% | -52.4% | -56.2% |
| 10Y | +347.5% | -50.4% | +397.9% | +425.2% |
| All | +347.5% | -51.4% | +398.9% | +425.2% |
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