+985.7%
TTWO vs ALNY
+3,976.7%
-2,991.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +0.4% | -6.5% | +6.9% | +1.3% |
| 30D | -11.3% | +11.0% | -22.4% | -12.8% |
| 3M | +1.6% | -14.1% | +15.7% | +2.6% |
| 6M | +2.1% | -22.4% | +24.5% | +4.3% |
| YTD | -15.8% | -37.5% | +21.6% | -11.4% |
| 1Y | -12.6% | -46.9% | +34.3% | -6.0% |
| 3Y | +48.2% | +22.1% | +26.1% | +37.2% |
| 5Y | +40.0% | +31.2% | +8.8% | +23.6% |
| 10Y | +404.1% | +256.3% | +147.8% | +246.0% |
| All | +985.7% | +3,976.7% | -2,991.0% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling