+581.7%
TLN vs PAYC
-16.7%
+598.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.7% | +7.4% | +4.0% |
| 7D | +7.1% | -2.9% | +9.9% | +7.2% |
| 30D | -3.9% | +32.8% | -36.6% | -5.6% |
| 3M | -16.2% | +69.3% | -85.4% | -19.2% |
| 6M | -5.8% | +74.0% | -79.8% | -9.9% |
| YTD | -15.4% | +46.4% | -61.8% | -17.2% |
| 1Y | -16.7% | +4.2% | -20.8% | -14.2% |
| 3Y | +473.8% | -19.7% | +493.5% | +487.1% |
| All | +581.7% | -16.7% | +598.4% | +612.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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