+8.7%
PAYX vs TYL
-21.8%
+30.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -2.8% | +0.5% | -3.4% | -3.0% |
| 30D | +11.4% | +25.2% | -13.8% | +1.7% |
| 3M | -3.9% | +31.8% | -35.7% | -14.2% |
| 6M | +27.0% | +36.3% | -9.2% | +11.5% |
| YTD | +7.4% | -6.3% | +13.7% | +7.7% |
| 1Y | +7.9% | -9.5% | +17.4% | +9.6% |
| 3Y | +11.8% | +1.6% | +10.2% | +6.2% |
| All | +8.7% | -21.8% | +30.4% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling