+5,346.0%
TTWO vs AA
+93.1%
+5,252.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.5% |
| 7D | -1.6% | +1.7% | -3.2% | -2.0% |
| 30D | -13.5% | +3.3% | -16.8% | -14.3% |
| 3M | +0.3% | -29.4% | +29.8% | +7.6% |
| 6M | +0.8% | -12.8% | +13.7% | +1.7% |
| YTD | -16.7% | -2.1% | -14.6% | -18.6% |
| 1Y | -14.3% | +62.8% | -77.0% | -26.4% |
| 3Y | +49.4% | +90.5% | -41.1% | +16.1% |
| 5Y | +33.8% | +19.1% | +14.7% | +7.1% |
| 10Y | +392.8% | +124.8% | +268.0% | +166.5% |
| All | +5,346.0% | +93.1% | +5,252.9% | +2,366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling