-68.3%
TTD vs PAYX
-9.0%
-59.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.2% |
| 7D | -0.6% | -4.9% | +4.2% | +3.7% |
| 30D | +6.3% | -3.8% | +10.1% | +10.0% |
| 3M | -24.1% | +17.9% | -42.0% | -34.3% |
| 6M | -47.4% | +26.1% | -73.5% | -56.9% |
| YTD | -62.2% | +6.7% | -69.0% | -66.7% |
| 1Y | -68.3% | -10.7% | -57.6% | -69.5% |
| All | -68.3% | -9.0% | -59.3% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling