+48.2%
TTWO vs ALM
+1,801.8%
-1,753.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.4% |
| 7D | +0.4% | -11.8% | +12.2% | +0.8% |
| 30D | -11.3% | +7.8% | -19.1% | -11.8% |
| 3M | +1.6% | -9.3% | +10.9% | +1.6% |
| 6M | +2.1% | -30.5% | +32.6% | +2.6% |
| YTD | -15.8% | +75.8% | -91.7% | -19.4% |
| 1Y | -12.6% | +241.2% | -253.8% | -19.4% |
| 3Y | +48.2% | +1,872.6% | -1,824.4% | +26.1% |
| All | +48.2% | +1,801.8% | -1,753.6% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling