+394.9%
TTWO vs ALNY
+260.0%
+134.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +0.4% | -6.5% | +6.9% | +1.1% |
| 30D | -11.3% | +11.0% | -22.4% | -12.5% |
| 3M | +1.6% | -14.1% | +15.7% | +2.4% |
| 6M | +2.1% | -22.4% | +24.5% | +4.0% |
| YTD | -15.8% | -37.5% | +21.6% | -12.1% |
| 1Y | -12.6% | -46.9% | +34.3% | -7.1% |
| 3Y | +48.2% | +22.1% | +26.1% | +39.0% |
| 5Y | +40.0% | +31.2% | +8.8% | +26.1% |
| All | +394.9% | +260.0% | +134.9% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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