+24.6%
TTWO vs ABCL
-16.0%
+40.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +3.3% |
| 7D | +10.7% | -2.7% | +13.4% | +10.8% |
| 30D | +10.8% | -5.4% | +16.2% | +10.9% |
| 3M | -7.7% | +22.4% | -30.1% | -10.2% |
| 6M | +4.4% | +127.6% | -123.2% | -5.5% |
| YTD | -9.7% | +249.4% | -259.1% | -22.5% |
| 1Y | -3.9% | +198.0% | -201.9% | -16.4% |
| 3Y | +56.4% | +195.8% | -139.4% | +30.4% |
| 5Y | +24.6% | -20.6% | +45.2% | +9.7% |
| All | +24.6% | -16.0% | +40.5% | +9.7% |
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