+5,694.8%
TTWO vs TYL
+25,967.1%
-20,272.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +6.4% | -1.6% | +7.9% | +6.7% |
| 30D | +13.3% | +22.1% | -8.8% | +9.1% |
| 3M | -6.6% | +33.4% | -40.0% | -11.8% |
| 6M | +0.4% | +36.8% | -36.4% | -5.9% |
| YTD | -11.4% | -6.7% | -4.7% | -11.1% |
| 1Y | -5.6% | -9.2% | +3.7% | -4.9% |
| 3Y | +53.5% | +1.2% | +52.3% | +50.2% |
| 5Y | +20.8% | -23.0% | +43.8% | +23.0% |
| 10Y | +373.3% | +182.0% | +191.3% | +288.0% |
| All | +5,694.8% | +25,967.1% | -20,272.3% | +2,666.6% |
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