+394.9%
TTWO vs ALB
+77.7%
+317.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.1% |
| 7D | +0.4% | -6.9% | +7.3% | +1.4% |
| 30D | -11.3% | -8.4% | -2.9% | -10.2% |
| 3M | +1.6% | -25.9% | +27.5% | +5.9% |
| 6M | +2.1% | -29.7% | +31.8% | +6.2% |
| YTD | -15.8% | -16.5% | +0.7% | -15.2% |
| 1Y | -12.6% | +58.7% | -71.3% | -21.7% |
| 3Y | +48.2% | -34.0% | +82.2% | +47.9% |
| 5Y | +40.0% | -48.3% | +88.3% | +41.1% |
| All | +394.9% | +77.7% | +317.2% | +260.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling