+5,381.8%
TTWO vs ALL
+1,598.1%
+3,783.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -8.8% | 0.0% | -8.8% | -8.8% |
| 30D | -8.6% | -1.5% | -7.1% | -8.3% |
| 3M | -0.9% | +23.6% | -24.5% | -7.6% |
| 6M | -0.5% | +22.3% | -22.8% | -7.1% |
| YTD | -16.1% | +26.5% | -42.7% | -22.8% |
| 1Y | -10.8% | +27.0% | -37.8% | -18.3% |
| 3Y | +51.4% | +149.6% | -98.2% | +9.9% |
| 5Y | +33.7% | +118.1% | -84.4% | -1.3% |
| 10Y | +380.3% | +369.0% | +11.3% | +165.4% |
| All | +5,381.8% | +1,598.1% | +3,783.7% | +1,895.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling