+131.2%
TLT vs TTWO
+1,505.4%
-1,374.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +0.4% | -1.6% | +2.0% | +0.3% |
| 30D | -0.3% | -13.5% | +13.2% | -0.9% |
| 3M | -1.7% | +0.3% | -2.1% | -1.7% |
| 6M | -4.9% | +0.8% | -5.7% | -4.8% |
| YTD | -2.8% | -16.7% | +13.9% | -3.4% |
| 1Y | -4.2% | -14.3% | +10.1% | -4.6% |
| 3Y | -1.1% | +49.4% | -50.5% | +1.2% |
| 5Y | -33.7% | +33.8% | -67.5% | -32.2% |
| 10Y | -20.7% | +392.8% | -413.5% | -11.1% |
| All | +131.2% | +1,505.4% | -1,374.2% | +191.1% |
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 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