-45.7%
TOST vs PAYX
+31.0%
-76.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +2.7% |
| 7D | -3.4% | -4.2% | +0.8% | +0.7% |
| 30D | -2.4% | +2.9% | -5.4% | -5.6% |
| 3M | +34.6% | +23.6% | +11.0% | +7.1% |
| 6M | +15.2% | +30.0% | -14.8% | -13.5% |
| YTD | -4.4% | +12.2% | -16.6% | -15.7% |
| 1Y | -17.4% | -7.5% | -10.0% | -11.1% |
| 3Y | +54.5% | +10.1% | +44.3% | +28.8% |
| All | -45.7% | +31.0% | -76.7% | -63.1% |
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