-9.1%
T vs TTWO
-10.0%
+0.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -1.3% | -8.8% | +7.5% | -2.4% |
| 30D | +11.4% | -8.6% | +20.0% | +10.2% |
| 3M | +14.3% | -0.9% | +15.2% | +15.0% |
| 6M | -9.3% | -0.5% | -8.8% | -8.1% |
| YTD | +7.1% | -16.1% | +23.3% | +7.3% |
| 1Y | -9.1% | -10.8% | +1.7% | -9.1% |
| All | -9.1% | -10.0% | +0.9% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling