+127.2%
TLT vs PAYX
+836.9%
-709.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.1% |
| 7D | -1.6% | -7.9% | +6.3% | -2.7% |
| 30D | -1.3% | -5.0% | +3.7% | -2.0% |
| 3M | -3.7% | +15.1% | -18.8% | -1.7% |
| 6M | -6.4% | +23.9% | -30.3% | -3.3% |
| YTD | -4.5% | +6.2% | -10.6% | -3.3% |
| 1Y | -5.9% | -9.6% | +3.8% | -6.9% |
| 3Y | -2.8% | +5.8% | -8.6% | -1.0% |
| 5Y | -35.1% | +22.0% | -57.0% | -31.5% |
| 10Y | -20.7% | +165.1% | -185.8% | +0.1% |
| All | +127.2% | +836.9% | -709.7% | +278.4% |
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