+8,187.2%
TMO vs PAYX
+35,385.9%
-27,198.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.6% | -4.9% | +4.2% | +0.7% |
| 30D | +1.1% | -3.8% | +4.9% | +2.1% |
| 3M | +28.3% | +17.9% | +10.5% | +22.4% |
| 6M | +23.3% | +26.1% | -2.8% | +15.2% |
| YTD | +5.5% | +6.7% | -1.3% | +2.8% |
| 1Y | +24.5% | -10.7% | +35.3% | +27.3% |
| 3Y | +19.6% | +7.0% | +12.6% | +15.6% |
| 5Y | +8.1% | +22.6% | -14.5% | +0.7% |
| 10Y | +336.7% | +166.5% | +170.2% | +230.1% |
| All | +8,187.2% | +35,385.9% | -27,198.7% | +3,201.0% |
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