+1,757.2%
TSM vs PAYC
+352.8%
+1,404.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +2.6% | -10.2% | +12.8% | +5.1% |
| 30D | +1.4% | +2.0% | -0.5% | +0.8% |
| 3M | +5.0% | +58.3% | -53.3% | -7.4% |
| 6M | +24.0% | +64.5% | -40.5% | +7.2% |
| YTD | +41.6% | +36.5% | +5.0% | +27.7% |
| 1Y | +66.2% | -1.3% | +67.4% | +62.7% |
| 3Y | +398.2% | -22.1% | +420.3% | +392.9% |
| 5Y | +277.6% | -53.3% | +330.9% | +317.9% |
| All | +1,757.2% | +352.8% | +1,404.3% | +978.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling