+45.2%
TTWO vs ALB
-29.2%
+74.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | -2.3% | -8.6% | +6.3% | -1.6% |
| 30D | -16.7% | -4.0% | -12.7% | -16.5% |
| 3M | -0.4% | -17.4% | +17.0% | +0.9% |
| 6M | -1.6% | -25.4% | +23.7% | 0.0% |
| YTD | -17.5% | -10.5% | -7.0% | -17.7% |
| 1Y | -14.8% | +75.8% | -90.6% | -20.8% |
| All | +45.2% | -29.2% | +74.5% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling