+33.8%
TTWO vs ACWI
+67.7%
-33.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.6% | +1.1% | -2.6% | -2.5% |
| 30D | -13.5% | -0.2% | -13.3% | -13.4% |
| 3M | +0.3% | +4.7% | -4.3% | -3.6% |
| 6M | +0.8% | +14.5% | -13.6% | -10.8% |
| YTD | -16.7% | +14.6% | -31.3% | -26.3% |
| 1Y | -14.3% | +21.4% | -35.7% | -28.0% |
| 3Y | +49.4% | +77.6% | -28.2% | -12.5% |
| 5Y | +33.8% | +68.1% | -34.3% | -19.1% |
| All | +33.8% | +67.7% | -33.9% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling