+11.0%
TTWO vs ABCL
-81.9%
+92.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.8% |
| 7D | -2.3% | -2.7% | +0.4% | -2.1% |
| 30D | -16.7% | +18.3% | -35.0% | -18.0% |
| 3M | -0.4% | +108.5% | -108.9% | -6.8% |
| 6M | -1.6% | +213.9% | -215.5% | -11.5% |
| YTD | -17.5% | +223.1% | -240.6% | -26.3% |
| 1Y | -14.8% | +160.6% | -175.4% | -23.0% |
| 3Y | +47.9% | +104.3% | -56.4% | +32.0% |
| 5Y | +34.5% | -40.0% | +74.5% | +23.5% |
| All | +11.0% | -81.9% | +92.9% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling