+5,381.8%
TTWO vs ALK
+683.2%
+4,698.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.1% |
| 7D | -8.8% | -0.7% | -8.1% | -8.6% |
| 30D | -8.6% | -19.2% | +10.6% | -4.4% |
| 3M | -0.9% | -1.5% | +0.6% | -1.4% |
| 6M | -0.5% | -13.1% | +12.6% | +0.5% |
| YTD | -16.1% | -16.4% | +0.3% | -14.9% |
| 1Y | -10.8% | -33.1% | +22.3% | -5.5% |
| 3Y | +51.4% | +0.6% | +50.7% | +39.9% |
| 5Y | +33.7% | -26.4% | +60.1% | +30.1% |
| 10Y | +380.3% | -34.2% | +414.4% | +325.6% |
| All | +5,381.8% | +683.2% | +4,698.5% | +1,954.5% |
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