+1,124.0%
TTMI vs PAYX
+167.8%
+956.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.1% |
| 7D | +0.7% | -4.9% | +5.5% | +2.5% |
| 30D | -8.4% | -3.8% | -4.6% | -7.5% |
| 3M | -32.5% | +17.9% | -50.3% | -38.8% |
| 6M | +32.5% | +26.1% | +6.4% | +14.2% |
| YTD | +83.2% | +6.7% | +76.5% | +69.9% |
| 1Y | +161.7% | -10.7% | +172.4% | +166.2% |
| 3Y | +890.1% | +7.0% | +883.2% | +775.8% |
| 5Y | +832.4% | +22.6% | +809.8% | +652.2% |
| All | +1,124.0% | +167.8% | +956.2% | +479.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling