+144.2%
TTWO vs ALC
+30.4%
+113.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.6% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | +13.2% | +16.0% | -2.8% | +8.0% |
| 3M | -5.8% | +0.8% | -6.6% | -6.3% |
| 6M | +0.4% | +16.8% | -16.5% | -4.7% |
| YTD | -11.0% | -5.5% | -5.5% | -10.3% |
| 1Y | -4.1% | -5.3% | +1.2% | -3.5% |
| 3Y | +51.8% | +4.1% | +47.7% | +43.1% |
| 5Y | +21.3% | -7.1% | +28.3% | +17.2% |
| All | +144.2% | +30.4% | +113.9% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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