+1,182.9%
TTWO vs ALLE
+336.8%
+846.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.9% | +8.5% |
| 7D | +15.2% | +0.1% | +15.1% | +15.1% |
| 30D | +5.2% | +25.9% | -20.7% | -2.9% |
| 3M | -11.4% | +14.9% | -26.3% | -15.8% |
| 6M | +1.9% | +42.1% | -40.2% | -10.4% |
| YTD | -12.3% | +20.4% | -32.6% | -19.0% |
| 1Y | -4.0% | +14.9% | -18.9% | -10.0% |
| 3Y | +51.9% | +90.1% | -38.2% | +15.1% |
| 5Y | +22.9% | +53.0% | -30.1% | -0.4% |
| 10Y | +378.6% | +208.8% | +169.7% | +154.6% |
| All | +1,182.9% | +336.8% | +846.2% | +459.8% |
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