+522.9%
PAYX vs TCOM
+2,536.0%
-2,013.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | -7.9% | -6.5% | -1.4% | -7.1% |
| 30D | -5.0% | -16.2% | +11.2% | -2.9% |
| 3M | +15.1% | -19.3% | +34.4% | +18.0% |
| 6M | +23.9% | -27.2% | +51.2% | +28.6% |
| YTD | +6.2% | -46.2% | +52.4% | +14.0% |
| 1Y | -9.6% | -46.6% | +37.0% | -2.9% |
| 3Y | +5.8% | +8.4% | -2.6% | +1.4% |
| 5Y | +22.0% | +25.8% | -3.9% | +9.8% |
| 10Y | +165.1% | -11.9% | +177.0% | +139.4% |
| All | +522.9% | +2,536.0% | -2,013.1% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling