+63.2%
PYPL vs TAP
-22.3%
+85.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.6% |
| 7D | +3.9% | +0.5% | +3.4% | +3.7% |
| 30D | +7.8% | +9.1% | -1.3% | +5.4% |
| 3M | -0.7% | -3.8% | +3.1% | 0.0% |
| 6M | +28.8% | -3.4% | +32.2% | +29.4% |
| YTD | +2.4% | -10.6% | +13.0% | +3.9% |
| 1Y | -9.6% | -4.4% | -5.2% | -9.9% |
| 3Y | +9.7% | -24.4% | +34.0% | +14.9% |
| 5Y | -73.5% | +2.1% | -75.6% | -74.4% |
| 10Y | +46.5% | -48.7% | +95.2% | +59.4% |
| All | +63.2% | -22.3% | +85.5% | +57.0% |
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