+2.6%
TTWO vs ADVB
-88.8%
+91.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | -0.6% |
| 7D | -1.6% | -14.0% | +12.4% | -1.4% |
| 30D | -13.5% | +41.0% | -54.4% | -13.9% |
| 3M | +0.3% | +127.9% | -127.6% | -3.3% |
| 6M | +0.8% | +101.3% | -100.5% | -3.6% |
| YTD | -16.7% | +53.8% | -70.5% | -19.9% |
| 1Y | -14.3% | +4.4% | -18.7% | -17.2% |
| All | +2.6% | -88.8% | +91.4% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling