-10.7%
PAYX vs TMF
-26.8%
+16.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.9% | -5.1% | +0.2% | -4.7% |
| 30D | -3.8% | -4.6% | +0.8% | -3.7% |
| 3M | +17.9% | -16.6% | +34.4% | +17.9% |
| 6M | +26.1% | -19.9% | +46.0% | +26.2% |
| YTD | +6.7% | -20.2% | +26.9% | +6.8% |
| 1Y | -10.7% | -27.7% | +17.0% | -8.7% |
| All | -10.7% | -26.8% | +16.1% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling