+49.7%
TTWO vs ACGL
+33.2%
+16.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.3% |
| 7D | +15.2% | +1.3% | +14.0% | +15.1% |
| 30D | +5.2% | +14.2% | -9.0% | +4.6% |
| 3M | -11.4% | +11.1% | -22.5% | -11.8% |
| 6M | +1.9% | +16.4% | -14.5% | +1.3% |
| YTD | -12.3% | +13.8% | -26.0% | -12.9% |
| 1Y | -4.0% | +21.6% | -25.6% | -5.2% |
| All | +49.7% | +33.2% | +16.5% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling