+446.8%
TTMI vs PAYX
+427.6%
+19.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.1% |
| 7D | +0.7% | -4.9% | +5.5% | +3.4% |
| 30D | -8.4% | -3.8% | -4.6% | -7.1% |
| 3M | -32.5% | +17.9% | -50.3% | -40.8% |
| 6M | +32.5% | +26.1% | +6.4% | +9.0% |
| YTD | +83.2% | +6.7% | +76.5% | +63.6% |
| 1Y | +161.7% | -10.7% | +172.4% | +158.1% |
| 3Y | +890.1% | +7.0% | +883.2% | +747.1% |
| 5Y | +832.4% | +22.6% | +809.8% | +624.9% |
| 10Y | +1,115.8% | +166.5% | +949.3% | +447.0% |
| All | +446.8% | +427.6% | +19.2% | +33.3% |
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