-97.2%
TSLQ vs PAYC
-22.8%
-74.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.4% | -2.6% | -10.3% |
| 7D | -8.6% | -7.9% | -0.7% | -11.6% |
| 30D | -24.9% | +2.1% | -27.0% | -23.8% |
| 3M | -1.5% | +61.8% | -63.3% | +22.6% |
| 6M | -18.1% | +59.9% | -78.0% | +2.0% |
| YTD | -0.1% | +38.5% | -38.6% | +15.3% |
| 1Y | -51.4% | -1.4% | -50.0% | -53.3% |
| 3Y | -95.9% | -21.0% | -74.9% | -95.7% |
| All | -97.2% | -22.8% | -74.4% | -96.8% |
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