+19.3%
TTWO vs ABCL
-81.0%
+100.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.7% |
| 7D | +6.4% | +4.4% | +2.0% | +6.0% |
| 30D | +13.3% | -7.9% | +21.1% | +13.6% |
| 3M | -6.6% | +12.2% | -18.8% | -8.1% |
| 6M | +0.4% | +134.7% | -134.3% | -7.6% |
| YTD | -11.4% | +239.8% | -251.1% | -21.4% |
| 1Y | -5.6% | +192.7% | -198.3% | -15.4% |
| 3Y | +53.5% | +187.6% | -134.2% | +33.3% |
| 5Y | +20.8% | -22.6% | +43.5% | +9.9% |
| All | +19.3% | -81.0% | +100.3% | +6.6% |
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