-68.3%
TTD vs TTWO
-12.4%
-55.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +6.3% | -11.3% | +17.6% | +10.4% |
| 3M | -24.1% | +1.6% | -25.7% | -27.3% |
| 6M | -47.4% | +2.1% | -49.5% | -50.3% |
| YTD | -62.2% | -15.8% | -46.4% | -59.4% |
| 1Y | -68.3% | -12.6% | -55.7% | -66.4% |
| All | -68.3% | -12.4% | -55.9% | -66.4% |
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