+1,268.1%
TTWO vs ALM
+8,394.4%
-7,126.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -0.6% |
| 7D | -1.6% | +8.4% | -10.0% | -1.6% |
| 30D | -13.5% | +34.8% | -48.3% | -13.4% |
| 3M | +0.3% | +16.2% | -15.9% | +0.4% |
| 6M | +0.8% | +2.1% | -1.3% | +0.9% |
| YTD | -16.7% | +117.0% | -133.7% | -16.6% |
| 1Y | -14.3% | +313.9% | -328.1% | -14.1% |
| 3Y | +49.4% | +2,327.9% | -2,278.5% | +50.4% |
| 5Y | +33.8% | +1,040.6% | -1,006.9% | +34.6% |
| 10Y | +392.8% | +3,219.4% | -2,826.6% | +399.4% |
| All | +1,268.1% | +8,394.4% | -7,126.2% | +1,328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling