+65.4%
PYPL vs TAP
-23.2%
+88.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +2.2% | -7.8% | +10.0% | +4.2% |
| 30D | +8.1% | +7.1% | +1.0% | +6.2% |
| 3M | +1.9% | -7.0% | +9.0% | +3.5% |
| 6M | +33.1% | -3.8% | +36.9% | +33.9% |
| YTD | +3.8% | -11.7% | +15.5% | +5.7% |
| 1Y | -8.3% | -10.1% | +1.8% | -7.2% |
| 3Y | +11.9% | -23.7% | +35.6% | +17.0% |
| 5Y | -70.4% | +2.9% | -73.3% | -71.5% |
| 10Y | +47.2% | -49.5% | +96.7% | +60.7% |
| All | +65.4% | -23.2% | +88.6% | +59.6% |
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