+394.9%
TTWO vs A
+256.4%
+138.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -1.7% |
| 7D | +0.4% | -2.6% | +3.0% | +1.3% |
| 30D | -11.3% | -0.9% | -10.4% | -11.2% |
| 3M | +1.6% | +13.6% | -12.0% | -3.7% |
| 6M | +2.1% | +27.8% | -25.8% | -8.6% |
| YTD | -15.8% | +8.6% | -24.5% | -19.7% |
| 1Y | -12.6% | +16.9% | -29.5% | -19.6% |
| 3Y | +48.2% | +32.9% | +15.3% | +23.1% |
| 5Y | +40.0% | -14.1% | +54.1% | +40.3% |
| All | +394.9% | +256.4% | +138.5% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling