+14.1%
TTWO vs ABCL
-82.9%
+96.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.3% | +8.1% | +3.1% |
| 7D | +1.3% | -9.6% | +10.9% | +2.0% |
| 30D | -13.4% | +7.2% | -20.6% | -14.1% |
| 3M | +3.1% | +105.5% | -102.4% | -3.5% |
| 6M | +3.8% | +193.0% | -189.2% | -6.2% |
| YTD | -15.3% | +205.8% | -221.1% | -23.9% |
| 1Y | -11.1% | +144.4% | -155.5% | -19.2% |
| 3Y | +52.0% | +93.3% | -41.4% | +36.2% |
| 5Y | +40.9% | -44.9% | +85.9% | +30.0% |
| All | +14.1% | -82.9% | +96.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling