-12.6%
TTWO vs ALLY
+5.0%
-17.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +0.4% | -3.8% | +4.2% | +1.1% |
| 30D | -11.3% | -4.9% | -6.4% | -10.5% |
| 3M | +1.6% | -2.6% | +4.2% | +2.0% |
| 6M | +2.1% | +15.7% | -13.7% | -1.3% |
| YTD | -15.8% | -5.2% | -10.7% | -15.7% |
| 1Y | -12.6% | +2.8% | -15.4% | -13.9% |
| All | -12.6% | +5.0% | -17.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling