+394.9%
TTWO vs ALM
+2,589.2%
-2,194.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.5% |
| 7D | +0.4% | -11.8% | +12.2% | +0.7% |
| 30D | -11.3% | +7.8% | -19.1% | -11.6% |
| 3M | +1.6% | -9.3% | +10.9% | +1.6% |
| 6M | +2.1% | -30.5% | +32.6% | +2.5% |
| YTD | -15.8% | +75.8% | -91.7% | -18.3% |
| 1Y | -12.6% | +241.2% | -253.8% | -17.2% |
| 3Y | +48.2% | +1,872.6% | -1,824.4% | +31.3% |
| 5Y | +40.0% | +849.6% | -809.6% | +25.4% |
| All | +394.9% | +2,589.2% | -2,194.4% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling