+81.3%
PAYX vs TW
+206.7%
-125.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -4.9% | -4.5% | -0.4% | -3.5% |
| 30D | -3.8% | -2.3% | -1.5% | -3.1% |
| 3M | +17.9% | +2.6% | +15.3% | +16.7% |
| 6M | +26.1% | -17.5% | +43.6% | +33.3% |
| YTD | +6.7% | -5.3% | +12.1% | +7.8% |
| 1Y | -10.7% | -14.8% | +4.0% | -7.0% |
| 3Y | +7.0% | +18.8% | -11.9% | -2.0% |
| 5Y | +22.6% | +20.7% | +1.9% | +9.5% |
| All | +81.3% | +206.7% | -125.5% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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