+1,053.0%
TTWO vs ALLY
+124.8%
+928.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -8.8% | +3.7% | -12.5% | -9.4% |
| 30D | -8.6% | -2.3% | -6.4% | -8.2% |
| 3M | -0.9% | +3.8% | -4.7% | -1.7% |
| 6M | -0.5% | +9.7% | -10.2% | -2.6% |
| YTD | -16.1% | -1.4% | -14.7% | -16.3% |
| 1Y | -10.8% | +8.2% | -19.0% | -12.8% |
| 3Y | +51.4% | +66.5% | -15.1% | +33.6% |
| 5Y | +33.7% | +1.2% | +32.5% | +25.3% |
| 10Y | +380.3% | +191.4% | +188.9% | +255.6% |
| All | +1,053.0% | +124.8% | +928.2% | +835.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling