-10.8%
TTWO vs ALB
+60.9%
-71.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +0.5% |
| 7D | -8.8% | -8.1% | -0.7% | -8.4% |
| 30D | -8.6% | +6.3% | -14.9% | -8.8% |
| 3M | -0.9% | -23.6% | +22.7% | +0.2% |
| 6M | -0.5% | -24.6% | +24.1% | -0.3% |
| YTD | -16.1% | -10.3% | -5.9% | -16.3% |
| 1Y | -10.8% | +61.5% | -72.2% | -12.7% |
| All | -10.8% | +60.9% | -71.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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