+317.5%
TMUS vs PAYX
+167.8%
+149.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +0.4% | -4.9% | +5.3% | +2.5% |
| 30D | +3.5% | -3.8% | +7.3% | +5.1% |
| 3M | -1.3% | +17.9% | -19.2% | -7.9% |
| 6M | -13.6% | +26.1% | -39.7% | -21.9% |
| YTD | -8.8% | +6.7% | -15.5% | -11.9% |
| 1Y | -22.9% | -10.7% | -12.1% | -19.6% |
| 3Y | +36.7% | +7.0% | +29.8% | +29.3% |
| 5Y | +46.6% | +22.6% | +24.0% | +27.9% |
| All | +317.5% | +167.8% | +149.7% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling