+35,732.2%
PAYX vs TAP
+787.1%
+34,945.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -3.0% |
| 7D | -6.9% | -2.3% | -4.6% | -6.4% |
| 30D | -2.6% | -9.4% | +6.8% | -0.4% |
| 3M | +19.4% | -0.8% | +20.2% | +19.7% |
| 6M | +18.7% | -14.7% | +33.4% | +22.7% |
| YTD | +7.8% | -13.9% | +21.7% | +10.9% |
| 1Y | -9.9% | -18.6% | +8.8% | -6.2% |
| 3Y | +7.4% | -32.0% | +39.4% | +15.4% |
| 5Y | +21.8% | -1.0% | +22.8% | +19.1% |
| 10Y | +161.3% | -51.4% | +212.6% | +185.4% |
| All | +35,732.2% | +787.1% | +34,945.1% | +22,411.1% |
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