+1,015.3%
TTWO vs ACM
+230.8%
+784.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -8.8% | -3.7% | -5.0% | -7.5% |
| 30D | -8.6% | -11.1% | +2.5% | -5.3% |
| 3M | -0.9% | -8.0% | +7.1% | +1.2% |
| 6M | -0.5% | -29.7% | +29.2% | +10.9% |
| YTD | -16.1% | -29.4% | +13.2% | -6.9% |
| 1Y | -10.8% | -46.4% | +35.6% | +8.4% |
| 3Y | +51.4% | -22.3% | +73.7% | +59.1% |
| 5Y | +33.7% | +4.5% | +29.2% | +24.9% |
| 10Y | +380.3% | +127.6% | +252.6% | +199.6% |
| All | +1,015.3% | +230.8% | +784.6% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling