+8.2%
PAYX vs TDY
+16.1%
-7.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.0% | -0.7% |
| 7D | +9.3% | -12.7% | +21.9% | +6.3% |
| 30D | +19.5% | -4.9% | +24.4% | +18.2% |
| 3M | +2.1% | -13.5% | +15.5% | -0.7% |
| 6M | +33.1% | -6.4% | +39.4% | +31.1% |
| YTD | +11.3% | +15.9% | -4.6% | +4.7% |
| 1Y | +8.2% | +15.4% | -7.2% | +1.9% |
| All | +8.2% | +16.1% | -7.9% | +1.9% |
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