+25.8%
TMO vs TTWO
-10.0%
+35.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -1.4% | -8.8% | +7.4% | -0.2% |
| 30D | +6.2% | -8.6% | +14.8% | +7.4% |
| 3M | +27.5% | -0.9% | +28.4% | +26.4% |
| 6M | +20.0% | -0.5% | +20.5% | +18.2% |
| YTD | +6.1% | -16.1% | +22.3% | +4.9% |
| 1Y | +25.8% | -10.8% | +36.6% | +25.6% |
| All | +25.8% | -10.0% | +35.8% | +25.6% |
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