-12.6%
TTWO vs AGI
+9.2%
-21.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | -2.7% | +3.1% | +0.7% |
| 30D | -11.3% | +7.2% | -18.6% | -12.2% |
| 3M | +1.6% | +4.3% | -2.7% | +0.7% |
| 6M | +2.1% | -27.1% | +29.2% | +6.5% |
| YTD | -15.8% | -6.6% | -9.2% | -15.7% |
| 1Y | -12.6% | +9.5% | -22.1% | -14.3% |
| All | -12.6% | +9.2% | -21.8% | -14.3% |
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