+394.9%
TTWO vs ALL
+365.1%
+29.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | +0.4% | -2.3% | +2.6% | +0.8% |
| 30D | -11.3% | -0.4% | -10.9% | -11.3% |
| 3M | +1.6% | +16.0% | -14.4% | -2.0% |
| 6M | +2.1% | +24.6% | -22.5% | -3.2% |
| YTD | -15.8% | +23.7% | -39.5% | -20.3% |
| 1Y | -12.6% | +27.7% | -40.3% | -18.1% |
| 3Y | +48.2% | +150.2% | -102.0% | +15.1% |
| 5Y | +40.0% | +117.1% | -77.1% | +10.5% |
| All | +394.9% | +365.1% | +29.8% | +220.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling