+40.9%
TTWO vs AG
+64.4%
-23.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.6% | +3.2% |
| 7D | +1.3% | -5.8% | +7.1% | +1.9% |
| 30D | -13.4% | +6.4% | -19.8% | -14.1% |
| 3M | +3.1% | +28.4% | -25.3% | +0.1% |
| 6M | +3.8% | -24.5% | +28.2% | +5.6% |
| YTD | -15.3% | +21.2% | -36.4% | -18.3% |
| 1Y | -11.1% | +114.1% | -125.2% | -20.0% |
| 3Y | +52.0% | +268.0% | -216.1% | +24.6% |
| 5Y | +40.9% | +67.3% | -26.4% | +22.8% |
| All | +40.9% | +64.4% | -23.4% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling