+398.3%
TTWO vs ALK
-37.3%
+435.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | +1.3% | -3.1% | +4.4% | +1.7% |
| 30D | -13.4% | -17.1% | +3.7% | -11.3% |
| 3M | +3.1% | -3.8% | +6.9% | +3.1% |
| 6M | +3.8% | -5.3% | +9.0% | +3.3% |
| YTD | -15.3% | -20.3% | +5.0% | -13.9% |
| 1Y | -11.1% | -36.0% | +24.9% | -7.2% |
| 3Y | +52.0% | +0.8% | +51.2% | +45.5% |
| 5Y | +40.9% | -28.5% | +69.4% | +39.2% |
| All | +398.3% | -37.3% | +435.6% | +435.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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