-72.2%
TTD vs TTWO
-10.0%
-62.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | +6.3% | -8.8% | +15.1% | +9.5% |
| 30D | -23.9% | -8.6% | -15.3% | -22.4% |
| 3M | -31.4% | -0.9% | -30.5% | -33.3% |
| 6M | -42.7% | -0.5% | -42.2% | -45.2% |
| YTD | -62.0% | -16.1% | -45.8% | -59.0% |
| 1Y | -72.2% | -10.8% | -61.4% | -71.3% |
| All | -72.2% | -10.0% | -62.2% | -71.3% |
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