+5,381.8%
TTWO vs TYL
+22,301.8%
-16,920.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.0% |
| 7D | -8.8% | -3.7% | -5.1% | -8.2% |
| 30D | -8.6% | +18.7% | -27.3% | -11.6% |
| 3M | -0.9% | +18.1% | -19.0% | -4.3% |
| 6M | -0.5% | -1.1% | +0.6% | -0.9% |
| YTD | -16.1% | -19.8% | +3.7% | -13.4% |
| 1Y | -10.8% | -34.3% | +23.5% | -4.5% |
| 3Y | +51.4% | -8.2% | +59.6% | +51.1% |
| 5Y | +33.7% | -25.4% | +59.1% | +37.4% |
| 10Y | +380.3% | +115.6% | +264.7% | +313.0% |
| All | +5,381.8% | +22,301.8% | -16,920.1% | +2,597.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling