+49.4%
TTWO vs ACGL
+29.4%
+20.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | -1.6% | -2.9% | +1.4% | -1.4% |
| 30D | -13.5% | -2.8% | -10.7% | -13.4% |
| 3M | +0.3% | +6.8% | -6.5% | +0.2% |
| 6M | +0.8% | -1.5% | +2.4% | +0.9% |
| YTD | -16.7% | -0.2% | -16.5% | -16.8% |
| 1Y | -14.3% | +5.3% | -19.6% | -14.8% |
| 3Y | +49.4% | +30.3% | +19.1% | +40.4% |
| All | +49.4% | +29.4% | +20.0% | +40.4% |
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