+394.0%
TTWO vs TYL
+102.8%
+291.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -2.3% | -8.6% | +6.3% | +1.4% |
| 30D | -16.7% | +7.5% | -24.3% | -19.6% |
| 3M | -0.4% | +10.9% | -11.4% | -5.8% |
| 6M | -1.6% | -6.7% | +5.1% | -0.1% |
| YTD | -17.5% | -24.5% | +7.0% | -8.8% |
| 1Y | -14.8% | -38.6% | +23.8% | +3.0% |
| 3Y | +47.9% | -12.6% | +60.5% | +45.6% |
| 5Y | +34.5% | -28.2% | +62.7% | +41.1% |
| 10Y | +394.0% | +104.0% | +290.0% | +171.7% |
| All | +394.0% | +102.8% | +291.2% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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