+5,694.8%
TTWO vs ALK
+627.5%
+5,067.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -0.8% |
| 7D | +6.4% | +0.9% | +5.5% | +6.0% |
| 30D | +13.3% | +3.3% | +10.0% | +12.1% |
| 3M | -6.6% | -17.6% | +11.0% | -3.1% |
| 6M | +0.4% | +0.8% | -0.4% | -1.5% |
| YTD | -11.4% | -22.4% | +11.0% | -9.0% |
| 1Y | -5.6% | -10.1% | +4.5% | -6.6% |
| 3Y | +53.5% | +14.0% | +39.5% | +37.1% |
| 5Y | +20.8% | -29.8% | +50.7% | +18.6% |
| 10Y | +373.3% | -44.8% | +418.1% | +336.9% |
| All | +5,694.8% | +627.5% | +5,067.3% | +2,096.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling