+1,450.8%
PAYC vs TAP
-3.5%
+1,454.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | +32.8% | -2.1% | +34.9% | +33.6% |
| 3M | +69.3% | +6.6% | +62.7% | +66.3% |
| 6M | +74.0% | -11.5% | +85.5% | +80.3% |
| YTD | +46.4% | -10.3% | +56.7% | +50.3% |
| 1Y | +4.2% | -14.4% | +18.6% | +8.3% |
| 3Y | -19.7% | -28.3% | +8.5% | -13.1% |
| 5Y | -52.0% | +1.7% | -53.7% | -54.7% |
| 10Y | +356.9% | -49.2% | +406.1% | +393.6% |
| All | +1,450.8% | -3.5% | +1,454.2% | +1,425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling