+1,313.2%
TTWO vs AGI
+5,269.5%
-3,956.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +3.0% |
| 7D | +1.3% | -5.3% | +6.6% | +1.7% |
| 30D | -13.4% | +6.8% | -20.1% | -13.8% |
| 3M | +3.1% | +8.3% | -5.2% | +2.3% |
| 6M | +3.8% | -29.2% | +33.0% | +5.6% |
| YTD | -15.3% | -7.3% | -8.0% | -15.4% |
| 1Y | -11.1% | +8.0% | -19.1% | -12.2% |
| 3Y | +52.0% | +206.6% | -154.6% | +40.0% |
| 5Y | +40.9% | +398.1% | -357.2% | +25.4% |
| 10Y | +407.6% | +384.0% | +23.7% | +338.8% |
| All | +1,313.2% | +5,269.5% | -3,956.3% | +1,236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling