+162.6%
PAYX vs TYL
+100.8%
+61.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -7.9% | -11.5% | +3.6% | -3.1% |
| 30D | -5.0% | +3.9% | -8.9% | -6.6% |
| 3M | +15.1% | +10.8% | +4.3% | +9.9% |
| 6M | +23.9% | -5.3% | +29.2% | +25.9% |
| YTD | +6.2% | -26.1% | +32.3% | +18.1% |
| 1Y | -9.6% | -38.5% | +28.9% | +8.1% |
| 3Y | +5.8% | -14.5% | +20.3% | +7.9% |
| 5Y | +22.0% | -28.9% | +50.8% | +30.4% |
| All | +162.6% | +100.8% | +61.8% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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