+21.0%
TTWO vs ACGL
+174.8%
-153.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.2% |
| 7D | +15.2% | +1.3% | +14.0% | +15.0% |
| 30D | +5.2% | +14.2% | -9.0% | +3.5% |
| 3M | -11.4% | +11.1% | -22.5% | -12.6% |
| 6M | +1.9% | +16.4% | -14.5% | 0.0% |
| YTD | -12.3% | +13.8% | -26.0% | -13.9% |
| 1Y | -4.0% | +21.6% | -25.6% | -6.8% |
| 3Y | +51.9% | +33.5% | +18.4% | +43.4% |
| All | +21.0% | +174.8% | -153.9% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling