+388.2%
TTWO vs ACWI
+225.4%
+162.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | +6.4% | +2.7% | +3.7% | +3.9% |
| 30D | +13.3% | -2.6% | +15.9% | +15.5% |
| 3M | -6.6% | -3.2% | -3.4% | -4.4% |
| 6M | +0.4% | +1.9% | -1.4% | -1.9% |
| YTD | -11.4% | +11.3% | -22.7% | -20.0% |
| 1Y | -5.6% | +11.7% | -17.2% | -15.0% |
| 3Y | +53.5% | +74.4% | -20.9% | -7.6% |
| 5Y | +20.8% | +59.5% | -38.6% | -21.4% |
| All | +388.2% | +225.4% | +162.8% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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