+5,381.8%
TTWO vs ACGL
+5,361.7%
+20.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -8.8% | -0.7% | -8.0% | -8.7% |
| 30D | -8.6% | -1.0% | -7.6% | -8.5% |
| 3M | -0.9% | +11.0% | -12.0% | -2.9% |
| 6M | -0.5% | -0.3% | -0.2% | -0.7% |
| YTD | -16.1% | +2.3% | -18.4% | -16.8% |
| 1Y | -10.8% | +6.4% | -17.2% | -12.3% |
| 3Y | +51.4% | +34.0% | +17.4% | +40.6% |
| 5Y | +33.7% | +161.6% | -127.9% | +8.0% |
| 10Y | +380.3% | +278.6% | +101.7% | +249.1% |
| All | +5,381.8% | +5,361.7% | +20.1% | +2,908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling