+164.0%
PAYX vs TMF
-86.4%
+250.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.9% | -5.1% | +0.2% | -5.3% |
| 30D | -3.8% | -4.6% | +0.8% | -4.2% |
| 3M | +17.9% | -16.6% | +34.4% | +16.1% |
| 6M | +26.1% | -19.9% | +46.0% | +23.9% |
| YTD | +6.7% | -20.2% | +26.9% | +4.9% |
| 1Y | -10.7% | -27.7% | +17.0% | -13.0% |
| 3Y | +7.0% | -43.9% | +50.9% | +2.8% |
| 5Y | +22.6% | -88.4% | +111.0% | -9.2% |
| All | +164.0% | -86.4% | +250.5% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling