+349.2%
PAYC vs TCOM
-9.8%
+359.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -5.5% | -4.9% | -0.6% | -4.2% |
| 30D | +3.8% | -14.4% | +18.2% | +8.1% |
| 3M | +65.8% | -17.7% | +83.5% | +74.0% |
| 6M | +68.7% | -25.1% | +93.8% | +81.1% |
| YTD | +38.3% | -45.7% | +84.1% | +60.6% |
| 1Y | -2.4% | -47.9% | +45.5% | +14.4% |
| 3Y | -21.5% | +8.9% | -30.5% | -29.5% |
| 5Y | -52.7% | +26.9% | -79.6% | -62.6% |
| All | +349.2% | -9.8% | +359.0% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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