+216.0%
TRU vs PAYC
+501.9%
-285.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.2% |
| 7D | -6.5% | -8.7% | +2.3% | -3.3% |
| 30D | -2.5% | +1.2% | -3.7% | -2.9% |
| 3M | +10.4% | +58.6% | -48.2% | -7.8% |
| 6M | +1.6% | +56.6% | -55.0% | -15.2% |
| YTD | -9.7% | +36.2% | -45.9% | -21.0% |
| 1Y | -17.3% | -2.2% | -15.1% | -18.8% |
| 3Y | -1.8% | -22.3% | +20.5% | -1.5% |
| 5Y | -36.2% | -53.9% | +17.6% | -26.1% |
| 10Y | +143.2% | +347.5% | -204.3% | +40.1% |
| All | +216.0% | +501.9% | -285.9% | +62.8% |
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