+1,185.0%
TTWO vs AG
+439.9%
+745.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -1.6% | +4.5% | -6.0% | -2.0% |
| 30D | -13.5% | +12.9% | -26.3% | -14.7% |
| 3M | +0.3% | +20.9% | -20.6% | -2.1% |
| 6M | +0.8% | -19.5% | +20.4% | +1.8% |
| YTD | -16.7% | +24.8% | -41.5% | -20.1% |
| 1Y | -14.3% | +120.2% | -134.5% | -23.2% |
| 3Y | +49.4% | +279.0% | -229.6% | +22.2% |
| 5Y | +33.8% | +67.9% | -34.1% | +15.7% |
| 10Y | +392.8% | +57.5% | +335.3% | +290.5% |
| All | +1,185.0% | +439.9% | +745.0% | +532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling