+702.8%
PAYX vs TMF
-68.9%
+771.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | -4.2% | -1.4% | -2.8% | -4.4% |
| 30D | +2.9% | -2.8% | +5.7% | +2.6% |
| 3M | +23.6% | -10.9% | +34.5% | +22.1% |
| 6M | +30.0% | -21.3% | +51.4% | +26.6% |
| YTD | +12.2% | -15.9% | +28.1% | +10.2% |
| 1Y | -7.5% | -15.7% | +8.3% | -9.0% |
| 3Y | +10.1% | -43.4% | +53.5% | +4.5% |
| 5Y | +25.1% | -87.8% | +112.9% | -5.2% |
| 10Y | +171.7% | -86.7% | +258.5% | +125.8% |
| All | +702.8% | -68.9% | +771.7% | +807.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling