+19.6%
TMO vs PAYX
+6.4%
+13.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.6% | -4.9% | +4.2% | +0.9% |
| 30D | +1.1% | -3.8% | +4.9% | +2.3% |
| 3M | +28.3% | +17.9% | +10.5% | +21.4% |
| 6M | +23.3% | +26.1% | -2.8% | +13.9% |
| YTD | +5.5% | +6.7% | -1.3% | +2.8% |
| 1Y | +24.5% | -10.7% | +35.3% | +29.5% |
| 3Y | +19.6% | +7.0% | +12.6% | +13.2% |
| All | +19.6% | +6.4% | +13.2% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling