+80.3%
PAYX vs TW
+209.8%
-129.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -7.9% | -2.7% | -5.2% | -7.1% |
| 30D | -5.0% | -1.7% | -3.3% | -4.5% |
| 3M | +15.1% | +1.6% | +13.5% | +14.3% |
| 6M | +23.9% | -17.7% | +41.6% | +31.1% |
| YTD | +6.2% | -4.3% | +10.5% | +6.9% |
| 1Y | -9.6% | -13.1% | +3.5% | -6.4% |
| 3Y | +5.8% | +20.3% | -14.5% | -3.4% |
| 5Y | +22.0% | +22.0% | 0.0% | +8.5% |
| All | +80.3% | +209.8% | -129.5% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling