+670.8%
PAYX vs TMF
-72.0%
+742.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.3% |
| 7D | -1.2% | -9.3% | +8.1% | -2.2% |
| 30D | +7.8% | +1.9% | +5.9% | +8.1% |
| 3M | -6.8% | -11.2% | +4.4% | -8.1% |
| 6M | +31.3% | -17.7% | +49.0% | +28.4% |
| YTD | +7.7% | -24.5% | +32.2% | +4.4% |
| 1Y | +8.1% | -29.4% | +37.5% | +4.0% |
| 3Y | +12.2% | -33.4% | +45.6% | +8.9% |
| 5Y | +8.9% | -88.7% | +97.6% | -18.3% |
| 10Y | +179.0% | -82.5% | +261.4% | +142.8% |
| All | +670.8% | -72.0% | +742.9% | +759.7% |
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 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