+398.3%
TTWO vs AR
+44.6%
+353.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.7% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | -13.4% | +3.5% | -16.9% | -13.6% |
| 3M | +3.1% | +9.9% | -6.8% | +2.4% |
| 6M | +3.8% | +4.5% | -0.8% | +3.3% |
| YTD | -15.3% | +13.7% | -28.9% | -16.1% |
| 1Y | -11.1% | +19.2% | -30.3% | -12.4% |
| 3Y | +52.0% | +46.2% | +5.8% | +46.9% |
| 5Y | +40.9% | +145.9% | -105.0% | +34.1% |
| All | +398.3% | +44.6% | +353.7% | +453.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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