+376.4%
TTD vs TTWO
+371.9%
+4.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.1% |
| 7D | -0.6% | +0.4% | -1.0% | -0.9% |
| 30D | +6.3% | -11.3% | +17.6% | +14.4% |
| 3M | -24.1% | +1.6% | -25.7% | -27.0% |
| 6M | -47.4% | +2.1% | -49.5% | -49.8% |
| YTD | -62.2% | -15.8% | -46.4% | -59.1% |
| 1Y | -68.3% | -12.6% | -55.7% | -66.6% |
| 3Y | -83.4% | +48.2% | -131.6% | -87.8% |
| 5Y | -80.3% | +40.0% | -120.3% | -85.3% |
| All | +376.4% | +371.9% | +4.5% | +167.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling