+6,467.7%
TRV vs PAYX
+35,195.9%
-28,728.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -1.5% | -7.9% | +6.4% | +0.6% |
| 30D | -1.8% | -5.0% | +3.2% | -0.6% |
| 3M | +21.6% | +15.1% | +6.5% | +17.1% |
| 6M | +22.5% | +23.9% | -1.5% | +15.4% |
| YTD | +28.1% | +6.2% | +22.0% | +25.3% |
| 1Y | +37.0% | -9.6% | +46.7% | +39.4% |
| 3Y | +141.9% | +5.8% | +136.1% | +135.4% |
| 5Y | +158.5% | +22.0% | +136.6% | +140.7% |
| 10Y | +297.5% | +165.1% | +132.5% | +208.0% |
| All | +6,467.7% | +35,195.9% | -28,728.2% | +3,131.8% |
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