+365.8%
TTD vs TTWO
+367.1%
-1.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.4% |
| 7D | +1.7% | -1.6% | +3.3% | +2.8% |
| 30D | +1.6% | -13.5% | +15.1% | +10.9% |
| 3M | -27.8% | +0.3% | -28.2% | -30.0% |
| 6M | -52.1% | +0.8% | -53.0% | -53.9% |
| YTD | -63.1% | -16.7% | -46.4% | -59.8% |
| 1Y | -73.1% | -14.3% | -58.8% | -71.2% |
| 3Y | -83.3% | +49.4% | -132.7% | -87.8% |
| 5Y | -80.6% | +33.8% | -114.4% | -85.1% |
| All | +365.8% | +367.1% | -1.3% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling