+509.2%
TMUS vs PAYC
+1,266.0%
-756.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +9.5% | -9.5% | +19.0% | +11.2% |
| 30D | +13.8% | +2.5% | +11.3% | +13.2% |
| 3M | -4.6% | +11.7% | -16.2% | -6.5% |
| 6M | -11.7% | +74.6% | -86.3% | -19.9% |
| YTD | -15.4% | +50.4% | -65.8% | -21.9% |
| 1Y | -16.1% | +44.0% | -60.1% | -22.1% |
| 3Y | +20.5% | +42.5% | -22.0% | +9.7% |
| 5Y | +48.7% | -50.3% | +99.0% | +55.4% |
| 10Y | +240.8% | +521.2% | -280.4% | +138.8% |
| All | +509.2% | +1,266.0% | -756.8% | +370.4% |
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