-53.1%
TE vs PAYX
+65.4%
-118.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +0.2% | -4.9% | +5.1% | +1.4% |
| 30D | -5.9% | -3.8% | -2.1% | -5.2% |
| 3M | -45.6% | +17.9% | -63.4% | -49.3% |
| 6M | -43.4% | +26.1% | -69.4% | -48.9% |
| YTD | -31.0% | +6.7% | -37.7% | -34.4% |
| 1Y | +145.2% | -10.7% | +156.0% | +150.7% |
| 3Y | -24.1% | +7.0% | -31.0% | -26.8% |
| 5Y | -48.1% | +22.6% | -70.8% | -50.2% |
| All | -53.1% | +65.4% | -118.5% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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