+22.6%
PAYC vs TW
+211.4%
-188.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -3.9% |
| 7D | -7.9% | -3.5% | -4.4% | -6.2% |
| 30D | +2.1% | +0.5% | +1.6% | +1.9% |
| 3M | +61.8% | +4.9% | +56.8% | +57.4% |
| 6M | +59.9% | -17.1% | +77.0% | +74.4% |
| YTD | +38.5% | -3.9% | +42.4% | +39.4% |
| 1Y | -1.4% | -13.3% | +11.9% | +4.3% |
| 3Y | -21.0% | +20.9% | -41.9% | -33.9% |
| 5Y | -52.9% | +20.5% | -73.4% | -61.2% |
| All | +22.6% | +211.4% | -188.8% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling