+23.6%
PAYX vs TDY
+39.0%
-15.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -4.9% | -1.1% | -3.7% | -4.5% |
| 30D | -3.8% | -12.0% | +8.3% | +0.4% |
| 3M | +17.9% | -3.2% | +21.1% | +18.4% |
| 6M | +26.1% | -7.9% | +33.9% | +28.4% |
| YTD | +6.7% | +18.2% | -11.5% | -3.7% |
| 1Y | -10.7% | +6.7% | -17.4% | -15.7% |
| 3Y | +7.0% | +47.5% | -40.6% | -15.5% |
| All | +23.6% | +39.0% | -15.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling