+2.2%
PAYX vs TEM
+46.9%
-44.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.6% |
| 7D | -7.9% | -9.2% | +1.2% | -7.5% |
| 30D | -5.0% | +5.5% | -10.5% | -5.5% |
| 3M | +15.1% | +18.7% | -3.6% | +13.8% |
| 6M | +23.9% | +15.4% | +8.5% | +22.3% |
| YTD | +6.2% | -0.5% | +6.7% | +5.4% |
| 1Y | -9.6% | -24.8% | +15.2% | -9.5% |
| All | +2.2% | +46.9% | -44.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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