+45.2%
TTWO vs ALC
-16.2%
+61.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.3% | -5.3% | +3.0% | -1.3% |
| 30D | -16.7% | -7.1% | -9.7% | -15.5% |
| 3M | -0.4% | +0.8% | -1.2% | -0.6% |
| 6M | -1.6% | -16.0% | +14.4% | +1.4% |
| YTD | -17.5% | -12.7% | -4.8% | -15.7% |
| 1Y | -14.8% | -12.8% | -2.0% | -13.0% |
| All | +45.2% | -16.2% | +61.4% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling