+398.3%
TTWO vs ALLE
+154.9%
+243.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +1.3% | -2.8% | +4.1% | +2.1% |
| 30D | -13.4% | -10.2% | -3.2% | -10.7% |
| 3M | +3.1% | +17.4% | -14.3% | -2.1% |
| 6M | +3.8% | +3.3% | +0.4% | +1.9% |
| YTD | -15.3% | -4.2% | -11.0% | -15.2% |
| 1Y | -11.1% | -10.5% | -0.6% | -9.2% |
| 3Y | +52.0% | +45.4% | +6.6% | +29.6% |
| 5Y | +40.9% | +11.9% | +29.0% | +28.4% |
| All | +398.3% | +154.9% | +243.4% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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