-10.8%
TTWO vs ALL
+28.3%
-39.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.1% |
| 7D | -8.8% | 0.0% | -8.8% | -8.8% |
| 30D | -8.6% | -1.5% | -7.1% | -8.8% |
| 3M | -0.9% | +23.6% | -24.5% | +2.0% |
| 6M | -0.5% | +22.3% | -22.8% | +2.1% |
| YTD | -16.1% | +26.5% | -42.7% | -12.7% |
| 1Y | -10.8% | +27.0% | -37.8% | -5.9% |
| All | -10.8% | +28.3% | -39.1% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling