+107.2%
TNA vs PAYC
+1,137.5%
-1,030.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.0% |
| 7D | -3.6% | -8.7% | +5.1% | +2.7% |
| 30D | -10.1% | +1.2% | -11.2% | -11.4% |
| 3M | +2.7% | +58.6% | -55.9% | -31.6% |
| 6M | +38.4% | +56.6% | -18.2% | -10.6% |
| YTD | +45.4% | +36.2% | +9.2% | +2.4% |
| 1Y | +55.9% | -2.2% | +58.1% | +41.0% |
| 3Y | +109.8% | -22.3% | +132.1% | +102.7% |
| 5Y | -22.5% | -53.9% | +31.4% | +18.9% |
| 10Y | +87.5% | +347.5% | -260.0% | -5.8% |
| All | +107.2% | +1,137.5% | -1,030.3% | -24.1% |
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