-73.8%
TMF vs PAYC
+1,257.3%
-1,331.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +0.6% | -11.1% | +11.7% | 0.0% |
| 30D | +16.3% | +1.8% | +14.5% | +16.5% |
| 3M | -2.7% | +10.2% | -12.9% | -2.1% |
| 6M | -13.2% | +73.5% | -86.7% | -9.9% |
| YTD | -16.7% | +49.4% | -66.1% | -14.2% |
| 1Y | -22.7% | +47.2% | -69.9% | -20.5% |
| 3Y | -26.1% | +44.4% | -70.5% | -23.2% |
| 5Y | -88.4% | -52.1% | -36.3% | -89.0% |
| 10Y | -81.8% | +474.3% | -556.1% | -74.1% |
| All | -73.8% | +1,257.3% | -1,331.2% | -57.2% |
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