+23.6%
PAYX vs TCOM
+29.4%
-5.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -4.9% | -4.9% | 0.0% | -4.4% |
| 30D | -3.8% | -14.4% | +10.6% | -2.5% |
| 3M | +17.9% | -17.7% | +35.5% | +19.6% |
| 6M | +26.1% | -25.1% | +51.2% | +28.9% |
| YTD | +6.7% | -45.7% | +52.5% | +11.9% |
| 1Y | -10.7% | -47.9% | +37.1% | -6.2% |
| 3Y | +7.0% | +8.9% | -2.0% | +3.9% |
| All | +23.6% | +29.4% | -5.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling