+20.8%
TTWO vs AR
+101.6%
-80.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | +6.4% | +6.4% | 0.0% | +5.5% |
| 30D | +13.3% | +3.1% | +10.2% | +12.6% |
| 3M | -6.6% | +3.3% | -9.9% | -7.4% |
| 6M | +0.4% | +6.6% | -6.1% | -1.0% |
| YTD | -11.4% | +12.3% | -23.7% | -13.9% |
| 1Y | -5.6% | +12.3% | -17.9% | -8.4% |
| 3Y | +53.5% | +50.4% | +3.0% | +38.1% |
| 5Y | +20.8% | +101.0% | -80.2% | +7.7% |
| All | +20.8% | +101.6% | -80.8% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling