+23.6%
PAYX vs TW
+19.5%
+4.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -4.9% | -4.5% | -0.4% | -3.4% |
| 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% | +33.5% |
| YTD | +6.7% | -5.3% | +12.1% | +7.9% |
| 1Y | -10.7% | -14.8% | +4.0% | -6.8% |
| 3Y | +7.0% | +18.8% | -11.9% | -3.7% |
| All | +23.6% | +19.5% | +4.1% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling