+825.6%
PAYX vs TDY
+7,056.0%
-6,230.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -4.9% | -1.1% | -3.7% | -4.6% |
| 30D | -3.8% | -12.0% | +8.3% | -0.8% |
| 3M | +17.9% | -3.2% | +21.1% | +18.4% |
| 6M | +26.1% | -7.9% | +33.9% | +27.7% |
| YTD | +6.7% | +18.2% | -11.5% | +1.2% |
| 1Y | -10.7% | +6.7% | -17.4% | -13.3% |
| 3Y | +7.0% | +47.5% | -40.6% | -4.7% |
| 5Y | +22.6% | +39.5% | -16.9% | +10.4% |
| 10Y | +166.5% | +477.2% | -310.7% | +73.4% |
| All | +825.6% | +7,056.0% | -6,230.4% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling