-12.6%
TTWO vs ALB
+66.4%
-79.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | +0.4% | -6.6% | +7.0% | +0.7% |
| 30D | -11.3% | -8.1% | -3.2% | -10.9% |
| 3M | +1.6% | -25.7% | +27.3% | +2.9% |
| 6M | +2.1% | -29.5% | +31.5% | +2.5% |
| YTD | -15.8% | -16.2% | +0.4% | -15.8% |
| 1Y | -12.6% | +59.2% | -71.8% | -13.6% |
| All | -12.6% | +66.4% | -79.0% | -13.6% |
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