+420.9%
TTD vs PAYC
+447.4%
-26.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +21.3% | +4.9% | +16.4% | +17.5% |
| 30D | +28.7% | +4.1% | +24.6% | +25.0% |
| 3M | +7.7% | +11.5% | -3.8% | -0.2% |
| 6M | -23.5% | +85.3% | -108.8% | -51.5% |
| YTD | -58.7% | +57.3% | -116.0% | -71.2% |
| 1Y | -63.4% | +52.6% | -116.0% | -74.1% |
| 3Y | -75.3% | +48.3% | -123.6% | -83.5% |
| 5Y | -84.4% | -47.8% | -36.5% | -79.1% |
| 10Y | +516.1% | +515.9% | +0.2% | +125.3% |
| All | +420.9% | +447.4% | -26.5% | +93.9% |
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