+40.9%
TTWO vs ALM
+856.4%
-815.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.6% | +12.4% | +3.1% |
| 7D | +1.3% | -7.1% | +8.4% | +1.6% |
| 30D | -13.4% | +24.7% | -38.1% | -14.3% |
| 3M | +3.1% | +8.3% | -5.2% | +2.3% |
| 6M | +3.8% | -22.2% | +25.9% | +3.8% |
| YTD | -15.3% | +88.1% | -103.3% | -18.6% |
| 1Y | -11.1% | +272.4% | -283.5% | -17.5% |
| 3Y | +52.0% | +2,004.1% | -1,952.2% | +30.9% |
| 5Y | +40.9% | +915.8% | -874.8% | +22.9% |
| All | +40.9% | +856.4% | -815.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling