+34.5%
TTWO vs ALK
-28.1%
+62.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.3% | -3.0% | +0.6% | -1.9% |
| 30D | -16.7% | -14.6% | -2.1% | -14.7% |
| 3M | -0.4% | -10.6% | +10.1% | +0.7% |
| 6M | -1.6% | -6.7% | +5.1% | -2.0% |
| YTD | -17.5% | -19.8% | +2.2% | -15.8% |
| 1Y | -14.8% | -35.2% | +20.4% | -9.7% |
| 3Y | +47.9% | +1.4% | +46.5% | +36.2% |
| 5Y | +34.5% | -30.7% | +65.1% | +30.6% |
| All | +34.5% | -28.1% | +62.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling