+786.9%
TTWO vs ACWI
+339.1%
+447.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.7% |
| 7D | +15.2% | -0.2% | +15.4% | +15.0% |
| 30D | +5.2% | -3.3% | +8.5% | +8.1% |
| 3M | -11.4% | -3.4% | -8.0% | -9.1% |
| 6M | +1.9% | +0.8% | +1.1% | +0.3% |
| YTD | -12.3% | +10.7% | -23.0% | -20.9% |
| 1Y | -4.0% | +11.6% | -15.6% | -14.2% |
| 3Y | +51.9% | +73.4% | -21.5% | -10.3% |
| 5Y | +22.9% | +60.2% | -37.3% | -21.9% |
| 10Y | +378.6% | +221.6% | +157.0% | +56.1% |
| All | +786.9% | +339.1% | +447.8% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling