+40.9%
TTWO vs A
-16.6%
+57.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.0% |
| 7D | +1.3% | -4.6% | +5.9% | +2.5% |
| 30D | -13.4% | -4.3% | -9.1% | -12.5% |
| 3M | +3.1% | +8.9% | -5.9% | +0.5% |
| 6M | +3.8% | +24.5% | -20.7% | -3.0% |
| YTD | -15.3% | +5.8% | -21.1% | -17.1% |
| 1Y | -11.1% | +16.2% | -27.3% | -15.8% |
| 3Y | +52.0% | +28.5% | +23.5% | +33.9% |
| 5Y | +40.9% | -16.3% | +57.3% | +36.5% |
| All | +40.9% | -16.6% | +57.5% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling