+1,454.5%
TTMI vs PAYC
+1,229.9%
+224.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.7% | +12.5% | +9.5% |
| 7D | +5.9% | -2.9% | +8.7% | +6.3% |
| 30D | -4.3% | +32.8% | -37.1% | -9.7% |
| 3M | -32.0% | +69.3% | -101.3% | -39.6% |
| 6M | +19.5% | +74.0% | -54.5% | +4.2% |
| YTD | +82.0% | +46.4% | +35.6% | +64.0% |
| 1Y | +172.6% | +4.2% | +168.5% | +164.8% |
| 3Y | +744.7% | -19.7% | +764.4% | +732.5% |
| 5Y | +805.6% | -52.0% | +857.6% | +873.0% |
| 10Y | +1,057.6% | +356.9% | +700.7% | +659.5% |
| All | +1,454.5% | +1,229.9% | +224.6% | +786.0% |
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