+2,628.6%
TFC vs PAYX
+35,195.9%
-32,567.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.5% | -7.9% | +5.4% | +0.1% |
| 30D | -2.8% | -5.0% | +2.2% | -1.3% |
| 3M | +2.1% | +15.1% | -13.0% | -2.8% |
| 6M | +10.1% | +23.9% | -13.8% | +1.7% |
| YTD | +5.4% | +6.2% | -0.7% | +2.2% |
| 1Y | +16.3% | -9.6% | +26.0% | +18.7% |
| 3Y | +95.9% | +5.8% | +90.0% | +88.9% |
| 5Y | +16.0% | +22.0% | -6.0% | +7.0% |
| 10Y | +97.9% | +165.1% | -67.2% | +47.7% |
| All | +2,628.6% | +35,195.9% | -32,567.3% | +1,174.6% |
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