+394.9%
TTWO vs PAYX
+167.8%
+227.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.4% | -4.9% | +5.2% | +2.3% |
| 30D | -11.3% | -3.8% | -7.5% | -10.2% |
| 3M | +1.6% | +17.9% | -16.3% | -5.3% |
| 6M | +2.1% | +26.1% | -24.0% | -7.7% |
| YTD | -15.8% | +6.7% | -22.6% | -18.9% |
| 1Y | -12.6% | -10.7% | -1.9% | -9.7% |
| 3Y | +48.2% | +7.0% | +41.2% | +38.1% |
| 5Y | +40.0% | +22.6% | +17.4% | +21.9% |
| All | +394.9% | +167.8% | +227.1% | +198.5% |
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 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