+1.6%
TTWO vs ADVB
-89.4%
+90.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.9% |
| 7D | -2.3% | -13.0% | +10.7% | -2.1% |
| 30D | -16.7% | +7.5% | -24.2% | -16.8% |
| 3M | -0.4% | +129.1% | -129.5% | -4.1% |
| 6M | -1.6% | +71.7% | -73.3% | -5.6% |
| YTD | -17.5% | +45.5% | -63.1% | -20.6% |
| 1Y | -14.8% | -2.7% | -12.1% | -17.6% |
| All | +1.6% | -89.4% | +90.9% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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