+47.5%
TMUS vs PAYX
+21.7%
+25.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +0.4% | -4.9% | +5.3% | +2.2% |
| 30D | +3.5% | -3.8% | +7.3% | +4.9% |
| 3M | -1.3% | +17.9% | -19.2% | -6.8% |
| 6M | -13.6% | +26.1% | -39.7% | -20.5% |
| YTD | -8.8% | +6.7% | -15.5% | -11.0% |
| 1Y | -22.9% | -10.7% | -12.1% | -19.6% |
| 3Y | +36.7% | +7.0% | +29.8% | +31.7% |
| All | +47.5% | +21.7% | +25.8% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling