+411.0%
TSM vs PAYC
-22.2%
+433.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +2.6% |
| 7D | +6.0% | -7.9% | +13.9% | +6.4% |
| 30D | +4.5% | +2.1% | +2.4% | +4.4% |
| 3M | +3.1% | +61.8% | -58.7% | +0.5% |
| 6M | +30.2% | +59.9% | -29.7% | +26.9% |
| YTD | +45.2% | +38.5% | +6.7% | +44.0% |
| 1Y | +79.6% | -1.4% | +80.9% | +86.5% |
| 3Y | +411.0% | -21.0% | +432.0% | +452.4% |
| All | +411.0% | -22.2% | +433.2% | +452.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling