+40.9%
TTWO vs ALL
+113.6%
-72.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +1.3% | -4.3% | +5.6% | +1.8% |
| 30D | -13.4% | -3.6% | -9.8% | -13.1% |
| 3M | +3.1% | +13.2% | -10.1% | +1.5% |
| 6M | +3.8% | +22.5% | -18.7% | +1.2% |
| YTD | -15.3% | +22.7% | -38.0% | -17.5% |
| 1Y | -11.1% | +28.3% | -39.4% | -14.1% |
| 3Y | +52.0% | +152.0% | -100.1% | +33.1% |
| 5Y | +40.9% | +115.4% | -74.5% | +24.0% |
| All | +40.9% | +113.6% | -72.6% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling