+49.4%
TTWO vs ALLY
+69.8%
-20.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | 0.0% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | -13.5% | -3.3% | -10.2% | -12.9% |
| 3M | +0.3% | +0.5% | -0.1% | +0.1% |
| 6M | +0.8% | +12.6% | -11.7% | -2.0% |
| YTD | -16.7% | -4.7% | -12.0% | -16.3% |
| 1Y | -14.3% | +5.2% | -19.5% | -15.8% |
| 3Y | +49.4% | +66.5% | -17.1% | +36.5% |
| All | +49.4% | +69.8% | -20.4% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling