+3.3%
TTWO vs ADVB
-88.3%
+91.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -8.8% | -3.8% | -5.0% | -8.8% |
| 30D | -8.6% | +17.6% | -26.2% | -8.9% |
| 3M | -0.9% | +119.1% | -120.0% | -4.4% |
| 6M | -0.5% | +103.4% | -103.9% | -4.9% |
| YTD | -16.1% | +59.8% | -76.0% | -19.4% |
| 1Y | -10.8% | +8.5% | -19.3% | -13.9% |
| All | +3.3% | -88.3% | +91.6% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling