+34.5%
TTWO vs ALC
-17.4%
+51.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.3% | -5.3% | +3.0% | -0.6% |
| 30D | -16.7% | -7.1% | -9.7% | -14.7% |
| 3M | -0.4% | +0.8% | -1.2% | -0.9% |
| 6M | -1.6% | -16.0% | +14.4% | +3.6% |
| YTD | -17.5% | -12.7% | -4.8% | -14.4% |
| 1Y | -14.8% | -12.8% | -2.0% | -11.8% |
| 3Y | +47.9% | -15.8% | +63.7% | +49.4% |
| 5Y | +34.5% | -16.7% | +51.1% | +34.0% |
| All | +34.5% | -17.4% | +51.9% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling