+5,291.1%
TTWO vs AIG
-76.4%
+5,367.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.3% | -1.4% | -0.9% | -2.1% |
| 30D | -16.7% | -3.3% | -13.4% | -16.2% |
| 3M | -0.4% | +2.2% | -2.6% | -0.9% |
| 6M | -1.6% | -2.1% | +0.5% | -1.5% |
| YTD | -17.5% | -11.2% | -6.3% | -16.2% |
| 1Y | -14.8% | -2.1% | -12.7% | -15.1% |
| 3Y | +47.9% | +34.4% | +13.5% | +38.8% |
| 5Y | +34.5% | +53.7% | -19.3% | +22.2% |
| 10Y | +394.0% | +64.4% | +329.6% | +318.7% |
| All | +5,291.1% | -76.4% | +5,367.5% | +4,319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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