+40.9%
TTWO vs ACM
-0.5%
+41.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.5% | +3.3% |
| 7D | +1.3% | -5.9% | +7.2% | +3.2% |
| 30D | -13.4% | -6.2% | -7.2% | -11.8% |
| 3M | +3.1% | -7.9% | +11.0% | +5.1% |
| 6M | +3.8% | -30.6% | +34.4% | +15.7% |
| YTD | -15.3% | -33.3% | +18.0% | -4.3% |
| 1Y | -11.1% | -49.2% | +38.1% | +9.5% |
| 3Y | +52.0% | -23.5% | +75.4% | +56.8% |
| 5Y | +40.9% | +0.9% | +40.0% | +29.6% |
| All | +40.9% | -0.5% | +41.5% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling