-17.2%
TTWO vs A
+24.4%
-41.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.2% | +7.1% |
| 7D | +7.0% | -2.4% | +9.3% | +7.1% |
| 30D | +2.7% | +3.6% | -0.9% | +2.4% |
| 3M | -13.0% | +27.5% | -40.5% | -14.4% |
| 6M | -7.2% | +58.5% | -65.7% | -11.2% |
| YTD | -18.4% | +31.2% | -49.6% | -18.8% |
| 1Y | -17.2% | +22.2% | -39.4% | -16.7% |
| All | -17.2% | +24.4% | -41.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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