+34.5%
TTWO vs ABCL
-39.4%
+73.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.7% |
| 7D | -2.3% | -2.7% | +0.4% | -2.1% |
| 30D | -16.7% | +18.3% | -35.0% | -18.3% |
| 3M | -0.4% | +108.5% | -108.9% | -8.1% |
| 6M | -1.6% | +213.9% | -215.5% | -13.4% |
| YTD | -17.5% | +223.1% | -240.6% | -28.0% |
| 1Y | -14.8% | +160.6% | -175.4% | -24.6% |
| 3Y | +47.9% | +104.3% | -56.4% | +29.4% |
| 5Y | +34.5% | -40.0% | +74.5% | +21.0% |
| All | +34.5% | -39.4% | +73.9% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling