+51.4%
PYPL vs TAP
-22.0%
+73.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | +2.7% | -2.3% | +5.0% | +3.3% |
| 30D | -4.9% | -2.1% | -2.7% | -4.5% |
| 3M | +28.9% | +6.6% | +22.3% | +26.9% |
| 6M | +18.2% | -11.5% | +29.7% | +21.3% |
| YTD | -5.0% | -10.3% | +5.2% | -3.5% |
| 1Y | -18.8% | -14.4% | -4.4% | -16.7% |
| 3Y | -12.6% | -28.3% | +15.7% | -7.1% |
| 5Y | -80.8% | +1.7% | -82.5% | -81.4% |
| 10Y | +49.9% | -49.2% | +99.1% | +63.7% |
| All | +51.4% | -22.0% | +73.3% | +45.7% |
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