+96.2%
AGG vs TTWO
+865.7%
-769.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -1.1% | +0.4% | -1.4% | -1.1% |
| 30D | -1.1% | -11.3% | +10.2% | -1.2% |
| 3M | -1.9% | +1.6% | -3.5% | -1.9% |
| 6M | -1.7% | +2.1% | -3.8% | -1.7% |
| YTD | -1.3% | -15.8% | +14.5% | -1.3% |
| 1Y | -0.7% | -12.6% | +11.9% | -0.8% |
| 3Y | +12.5% | +48.2% | -35.7% | +12.6% |
| 5Y | -2.5% | +40.0% | -42.5% | -2.4% |
| 10Y | +14.2% | +404.1% | -389.9% | +15.9% |
| All | +96.2% | +865.7% | -769.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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