+48.2%
TTWO vs AGI
+206.1%
-157.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +0.4% | -2.7% | +3.1% | +0.8% |
| 30D | -11.3% | +7.2% | -18.6% | -12.5% |
| 3M | +1.6% | +4.3% | -2.7% | +0.4% |
| 6M | +2.1% | -27.1% | +29.2% | +6.7% |
| YTD | -15.8% | -6.6% | -9.2% | -16.4% |
| 1Y | -12.6% | +9.5% | -22.1% | -16.2% |
| 3Y | +48.2% | +208.4% | -160.2% | +15.2% |
| All | +48.2% | +206.1% | -157.9% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling