+49.4%
TTWO vs ACWI
+77.6%
-28.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.6% | +1.1% | -2.6% | -2.3% |
| 30D | -13.5% | -0.2% | -13.3% | -13.4% |
| 3M | +0.3% | +4.7% | -4.3% | -3.0% |
| 6M | +0.8% | +14.5% | -13.6% | -9.2% |
| YTD | -16.7% | +14.6% | -31.3% | -24.9% |
| 1Y | -14.3% | +21.4% | -35.7% | -26.1% |
| 3Y | +49.4% | +77.6% | -28.2% | -8.0% |
| All | +49.4% | +77.6% | -28.2% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling