+5,401.7%
TTWO vs PAYX
+2,763.4%
+2,638.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.4% | -4.9% | +5.2% | +2.0% |
| 30D | -11.3% | -3.8% | -7.5% | -10.4% |
| 3M | +1.6% | +17.9% | -16.3% | -4.2% |
| 6M | +2.1% | +26.1% | -24.0% | -6.2% |
| YTD | -15.8% | +6.7% | -22.6% | -18.4% |
| 1Y | -12.6% | -10.7% | -1.9% | -10.3% |
| 3Y | +48.2% | +7.0% | +41.2% | +40.9% |
| 5Y | +40.0% | +22.6% | +17.4% | +26.5% |
| 10Y | +404.1% | +166.5% | +237.6% | +244.3% |
| All | +5,401.7% | +2,763.4% | +2,638.3% | +2,350.0% |
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