-73.8%
TMF vs PAYC
+1,262.3%
-1,336.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | -0.4% |
| 7D | +1.2% | -10.2% | +11.4% | +0.6% |
| 30D | +19.7% | +6.1% | +13.6% | +20.2% |
| 3M | -2.1% | +10.1% | -12.2% | -1.5% |
| 6M | -13.4% | +88.6% | -102.1% | -9.7% |
| YTD | -16.7% | +50.0% | -66.7% | -14.3% |
| 1Y | -23.3% | +46.1% | -69.4% | -21.2% |
| 3Y | -24.8% | +51.2% | -76.0% | -21.6% |
| 5Y | -88.0% | -51.7% | -36.4% | -88.7% |
| 10Y | -84.7% | +467.4% | -552.1% | -78.2% |
| All | -73.8% | +1,262.3% | -1,336.1% | -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