+310.8%
TMUS vs PAYX
+510.7%
-199.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.4% |
| 7D | -5.3% | -7.5% | +2.1% | -1.2% |
| 30D | +0.1% | -5.3% | +5.4% | +3.0% |
| 3M | -0.6% | +15.6% | -16.2% | -8.4% |
| 6M | -17.5% | +19.5% | -37.0% | -25.8% |
| YTD | -11.3% | +5.8% | -17.0% | -15.2% |
| 1Y | -25.4% | -10.9% | -14.5% | -21.7% |
| 3Y | +35.5% | +5.4% | +30.1% | +25.7% |
| 5Y | +41.9% | +20.4% | +21.5% | +18.1% |
| 10Y | +317.8% | +164.1% | +153.7% | +94.1% |
| All | +310.8% | +510.7% | -199.9% | +5.1% |
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