+48.2%
TTWO vs A
+31.5%
+16.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -1.1% |
| 7D | +0.4% | -2.6% | +3.0% | +0.8% |
| 30D | -11.3% | -0.9% | -10.4% | -11.2% |
| 3M | +1.6% | +13.6% | -12.0% | -0.6% |
| 6M | +2.1% | +27.8% | -25.8% | -2.6% |
| YTD | -15.8% | +8.6% | -24.5% | -17.1% |
| 1Y | -12.6% | +16.9% | -29.5% | -15.4% |
| 3Y | +48.2% | +32.9% | +15.3% | +34.9% |
| All | +48.2% | +31.5% | +16.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling