-7.5%
PAYX vs TDY
+11.8%
-19.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.6% |
| 7D | -4.2% | -1.8% | -2.4% | -4.4% |
| 30D | +2.9% | -10.7% | +13.6% | +1.6% |
| 3M | +23.6% | -1.3% | +24.9% | +23.0% |
| 6M | +30.0% | -10.6% | +40.6% | +30.3% |
| YTD | +12.2% | +19.6% | -7.4% | +5.2% |
| 1Y | -7.5% | +11.6% | -19.1% | -13.2% |
| All | -7.5% | +11.8% | -19.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling