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  • PAYX vs TPR✓SelectedUSD · TPRPAYX vs TPR performance historyLatest closeAs of-2.69%09/04
Stock and ETF performance explorer

PAYX vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+413.0%
TPR return
+7,380.8%
Excess return
-6,967.8%
Maximum drawdown
-64.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
1D-2.7%0.0%-2.7%-2.7%
7D-4.2%-2.3%-1.9%-3.6%
30D+2.9%-23.0%+25.9%+9.2%
3M+23.6%-12.5%+36.1%+26.6%
6M+30.0%-21.4%+51.5%+35.5%
YTD+12.2%-3.5%+15.7%+10.4%
1Y-7.5%+17.4%-24.8%-14.1%
3Y+10.1%+291.3%-281.1%-29.4%
5Y+25.1%+241.9%-216.8%-20.1%
10Y+171.7%+322.7%-150.9%+42.5%
All+413.0%+7,380.8%-6,967.8%-2.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling