+164.0%
PAYX vs TPR
+327.7%
-163.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | 0.0% |
| 7D | -4.9% | -3.0% | -1.9% | -4.2% |
| 30D | -3.8% | -22.6% | +18.8% | +1.4% |
| 3M | +17.9% | -18.2% | +36.1% | +22.3% |
| 6M | +26.1% | -18.0% | +44.1% | +29.6% |
| YTD | +6.7% | -6.4% | +13.1% | +5.7% |
| 1Y | -10.7% | +12.3% | -23.0% | -16.0% |
| 3Y | +7.0% | +298.7% | -291.7% | -30.8% |
| 5Y | +22.6% | +232.5% | -209.9% | -19.9% |
| All | +164.0% | +327.7% | -163.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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