+17.4%
PAYX vs TSLQ
-97.2%
+114.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.5% |
| 7D | -4.9% | -6.6% | +1.7% | -5.1% |
| 30D | -3.8% | -24.3% | +20.5% | -4.6% |
| 3M | +17.9% | -3.6% | +21.5% | +18.4% |
| 6M | +26.1% | -12.0% | +38.0% | +26.5% |
| YTD | +6.7% | +1.4% | +5.4% | +8.2% |
| 1Y | -10.7% | -43.6% | +32.8% | -11.8% |
| 3Y | +7.0% | -95.4% | +102.4% | -0.8% |
| All | +17.4% | -97.2% | +114.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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