-16.3%
TTWO vs AJG
+16.2%
-32.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +10.3% | +7.4% | +2.9% | +9.2% |
| 30D | +5.3% | +25.3% | -20.0% | +2.4% |
| 3M | -9.2% | +15.1% | -24.3% | -11.0% |
| 6M | -4.4% | +40.8% | -45.2% | -7.4% |
| YTD | -16.7% | +12.3% | -29.0% | -22.8% |
| 1Y | -16.3% | +17.5% | -33.8% | -21.2% |
| All | -16.3% | +16.2% | -32.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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