+1,126.1%
TTWO vs ALLE
+260.9%
+865.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | -8.8% | -0.2% | -8.6% | -8.7% |
| 30D | -8.6% | -6.8% | -1.8% | -6.5% |
| 3M | -0.9% | +21.0% | -21.9% | -7.7% |
| 6M | -0.5% | +1.1% | -1.6% | -1.7% |
| YTD | -16.1% | -0.5% | -15.6% | -17.2% |
| 1Y | -10.8% | -7.3% | -3.5% | -9.8% |
| 3Y | +51.4% | +42.3% | +9.1% | +27.5% |
| 5Y | +33.7% | +13.5% | +20.2% | +20.4% |
| 10Y | +380.3% | +144.0% | +236.3% | +179.9% |
| All | +1,126.1% | +260.9% | +865.2% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling