-73.6%
TMF vs PAYC
+1,229.9%
-1,303.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.0% | +0.1% |
| 7D | -1.4% | -2.9% | +1.4% | -1.6% |
| 30D | -2.8% | +32.8% | -35.6% | -1.0% |
| 3M | -10.9% | +69.3% | -80.2% | -7.8% |
| 6M | -21.3% | +74.0% | -95.3% | -18.3% |
| YTD | -15.9% | +46.4% | -62.3% | -13.5% |
| 1Y | -15.7% | +4.2% | -19.9% | -15.1% |
| 3Y | -43.4% | -19.7% | -23.6% | -43.5% |
| 5Y | -87.8% | -52.0% | -35.7% | -88.4% |
| 10Y | -86.7% | +356.9% | -443.6% | -81.6% |
| All | -73.6% | +1,229.9% | -1,303.4% | -56.8% |
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