+13,606.2%
TSM vs PAYX
+2,146.5%
+11,459.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +2.6% | -7.9% | +10.6% | +6.4% |
| 30D | +1.4% | -5.0% | +6.5% | +3.5% |
| 3M | +5.0% | +15.1% | -10.2% | -3.4% |
| 6M | +24.0% | +23.9% | 0.0% | +9.0% |
| YTD | +41.6% | +6.2% | +35.4% | +32.9% |
| 1Y | +66.2% | -9.6% | +75.8% | +67.5% |
| 3Y | +398.2% | +5.8% | +392.4% | +353.2% |
| 5Y | +277.6% | +22.0% | +255.7% | +217.3% |
| 10Y | +1,783.1% | +165.1% | +1,618.0% | +941.1% |
| All | +13,606.2% | +2,146.5% | +11,459.6% | +2,021.3% |
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