-10.8%
TTWO vs AGI
+17.6%
-28.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -8.8% | +0.6% | -9.4% | -8.9% |
| 30D | -8.6% | +18.2% | -26.8% | -10.6% |
| 3M | -0.9% | -4.1% | +3.2% | -0.6% |
| 6M | -0.5% | -28.7% | +28.2% | +4.5% |
| YTD | -16.1% | -4.0% | -12.2% | -16.2% |
| 1Y | -10.8% | +17.4% | -28.2% | -13.9% |
| All | -10.8% | +17.6% | -28.4% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling