+34.5%
TTWO vs ALLY
-1.1%
+35.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -2.3% | -1.9% | -0.4% | -1.9% |
| 30D | -16.7% | -4.5% | -12.3% | -15.8% |
| 3M | -0.4% | -2.8% | +2.4% | +0.1% |
| 6M | -1.6% | +10.3% | -11.9% | -4.4% |
| YTD | -17.5% | -5.7% | -11.8% | -16.8% |
| 1Y | -14.8% | +3.9% | -18.8% | -16.4% |
| 3Y | +47.9% | +64.7% | -16.8% | +25.3% |
| 5Y | +34.5% | -2.6% | +37.0% | +19.1% |
| All | +34.5% | -1.1% | +35.6% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling