+390.0%
TTWO vs ALB
+32.4%
+357.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +6.0% | -5.8% | +11.8% | +6.9% |
| 30D | +13.2% | -4.5% | +17.7% | +13.9% |
| 3M | -5.8% | -28.1% | +22.3% | -1.3% |
| 6M | +0.4% | -53.2% | +53.5% | +11.8% |
| YTD | -11.0% | -33.3% | +22.3% | -7.4% |
| 1Y | -4.1% | -17.4% | +13.3% | -3.8% |
| 3Y | +51.8% | -14.1% | +65.9% | +42.2% |
| 5Y | +21.3% | -64.0% | +85.3% | +30.0% |
| All | +390.0% | +32.4% | +357.7% | +256.4% |
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