+22.9%
TTWO vs TYL
-22.0%
+45.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.0% |
| 7D | +15.2% | +4.3% | +10.9% | +13.6% |
| 30D | +5.2% | +28.0% | -22.7% | -3.4% |
| 3M | -11.4% | +32.3% | -43.7% | -20.0% |
| 6M | +1.9% | +29.9% | -28.0% | -8.0% |
| YTD | -12.3% | -7.1% | -5.1% | -11.5% |
| 1Y | -4.0% | -9.2% | +5.2% | -2.5% |
| 3Y | +51.9% | +0.7% | +51.2% | +43.3% |
| 5Y | +22.9% | -21.1% | +44.0% | +19.4% |
| All | +22.9% | -22.0% | +45.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling