+394.9%
TTWO vs AG
+68.4%
+326.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +0.4% | -6.7% | +7.1% | +0.9% |
| 30D | -11.3% | +2.2% | -13.5% | -11.6% |
| 3M | +1.6% | +15.7% | -14.1% | +0.1% |
| 6M | +2.1% | -23.8% | +25.9% | +3.3% |
| YTD | -15.8% | +17.6% | -33.5% | -18.0% |
| 1Y | -12.6% | +88.6% | -101.2% | -18.3% |
| 3Y | +48.2% | +253.4% | -205.2% | +29.2% |
| 5Y | +40.0% | +62.4% | -22.5% | +26.0% |
| All | +394.9% | +68.4% | +326.5% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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