+394.0%
TTWO vs ACGL
+270.1%
+123.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.3% | -2.1% | -0.2% | -2.0% |
| 30D | -16.7% | -2.2% | -14.6% | -16.4% |
| 3M | -0.4% | +6.3% | -6.7% | -1.6% |
| 6M | -1.6% | +0.5% | -2.1% | -1.9% |
| YTD | -17.5% | +0.2% | -17.7% | -17.9% |
| 1Y | -14.8% | +7.3% | -22.1% | -16.4% |
| 3Y | +47.9% | +30.8% | +17.1% | +37.4% |
| 5Y | +34.5% | +155.8% | -121.3% | +7.1% |
| 10Y | +394.0% | +276.3% | +117.7% | +226.1% |
| All | +394.0% | +270.1% | +123.9% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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