+48.3%
PAYC vs TW
+44.1%
+4.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +4.9% | +3.9% | +0.9% | +3.6% |
| 30D | +4.1% | +19.9% | -15.8% | -1.4% |
| 3M | +11.5% | +25.9% | -14.5% | +3.9% |
| 6M | +85.3% | +21.1% | +64.1% | +74.2% |
| YTD | +57.3% | +23.9% | +33.4% | +46.7% |
| 1Y | +52.6% | +21.2% | +31.3% | +42.9% |
| 3Y | +48.3% | +44.8% | +3.5% | +39.7% |
| All | +48.3% | +44.1% | +4.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling