+49.2%
TTWO vs AG
+260.2%
-211.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.6% | +3.2% |
| 7D | +1.3% | -5.8% | +7.1% | +1.8% |
| 30D | -13.4% | +6.4% | -19.8% | -14.0% |
| 3M | +3.1% | +28.4% | -25.3% | +0.4% |
| 6M | +3.8% | -24.5% | +28.2% | +5.6% |
| YTD | -15.3% | +21.2% | -36.4% | -18.0% |
| 1Y | -11.1% | +114.1% | -125.2% | -19.2% |
| All | +49.2% | +260.2% | -211.0% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling