+2,310.6%
PAYX vs TD
+7,781.3%
-5,470.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | -7.9% | -2.6% | -5.3% | -6.9% |
| 30D | -5.0% | -1.0% | -4.0% | -4.7% |
| 3M | +15.1% | +5.6% | +9.5% | +12.0% |
| 6M | +23.9% | +27.1% | -3.2% | +10.8% |
| YTD | +6.2% | +29.4% | -23.2% | -5.9% |
| 1Y | -9.6% | +60.7% | -70.3% | -27.2% |
| 3Y | +5.8% | +127.6% | -121.8% | -27.7% |
| 5Y | +22.0% | +125.4% | -103.4% | -16.8% |
| 10Y | +165.1% | +300.4% | -135.3% | +41.1% |
| All | +2,310.6% | +7,781.3% | -5,470.7% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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