+50.1%
PYPL vs TAP
-47.8%
+97.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.2% | -8.0% | +6.8% | +0.7% |
| 30D | +6.1% | +4.1% | +2.1% | +5.0% |
| 3M | +1.1% | -4.4% | +5.4% | +1.9% |
| 6M | +32.7% | -1.9% | +34.7% | +33.0% |
| YTD | +2.8% | -12.1% | +14.8% | +4.7% |
| 1Y | -10.8% | -12.0% | +1.3% | -9.2% |
| 3Y | +9.8% | -25.0% | +34.8% | +15.2% |
| 5Y | -70.2% | -1.1% | -69.1% | -71.0% |
| 10Y | +50.1% | -47.6% | +97.7% | +59.5% |
| All | +50.1% | -47.8% | +97.9% | +59.5% |
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