-80.8%
TTD vs TTWO
+41.7%
-122.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -1.3% |
| 7D | -7.4% | +1.3% | -8.7% | -8.3% |
| 30D | +3.0% | -13.4% | +16.4% | +13.3% |
| 3M | -27.6% | +3.1% | -30.7% | -31.5% |
| 6M | -49.5% | +3.8% | -53.3% | -52.8% |
| YTD | -63.2% | -15.3% | -47.9% | -60.1% |
| 1Y | -69.7% | -11.1% | -58.6% | -68.4% |
| 3Y | -83.3% | +52.0% | -135.3% | -88.7% |
| 5Y | -80.8% | +40.9% | -121.7% | -87.4% |
| All | -80.8% | +41.7% | -122.5% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling