+394.9%
TTWO vs ACM
+134.0%
+260.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +0.4% | -4.6% | +4.9% | +1.4% |
| 30D | -11.3% | +4.1% | -15.4% | -12.3% |
| 3M | +1.6% | -8.3% | +9.9% | +3.2% |
| 6M | +2.1% | -30.1% | +32.1% | +10.2% |
| YTD | -15.8% | -32.6% | +16.8% | -8.4% |
| 1Y | -12.6% | -49.6% | +37.0% | +1.4% |
| 3Y | +48.2% | -23.0% | +71.3% | +54.2% |
| 5Y | +40.0% | +2.0% | +38.0% | +36.6% |
| All | +394.9% | +134.0% | +260.9% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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