+394.9%
TTWO vs AA
+122.9%
+272.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | -3.4% | +3.8% | +0.7% |
| 30D | -11.3% | -5.8% | -5.6% | -10.8% |
| 3M | +1.6% | -29.9% | +31.5% | +5.5% |
| 6M | +2.1% | -27.0% | +29.1% | +4.8% |
| YTD | -15.8% | -8.7% | -7.1% | -16.1% |
| 1Y | -12.6% | +50.6% | -63.2% | -18.4% |
| 3Y | +48.2% | +74.1% | -25.9% | +32.4% |
| 5Y | +40.0% | +2.6% | +37.4% | +29.4% |
| All | +394.9% | +122.9% | +272.0% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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