-52.7%
TSLL vs PAYX
+1.3%
-54.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +6.1% | -4.9% | +11.0% | +9.5% |
| 30D | +20.6% | -3.8% | +24.4% | +24.1% |
| 3M | -25.4% | +17.9% | -43.3% | -35.8% |
| 6M | -34.2% | +26.1% | -60.3% | -48.5% |
| YTD | -48.4% | +6.7% | -55.1% | -52.4% |
| 1Y | -30.8% | -10.7% | -20.1% | -23.1% |
| 3Y | -37.4% | +7.0% | -44.4% | -40.6% |
| All | -52.7% | +1.3% | -54.0% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling