+34.5%
TTWO vs AR
+148.2%
-113.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.3% | -1.2% | -1.1% | -2.2% |
| 30D | -16.7% | +5.5% | -22.3% | -17.4% |
| 3M | -0.4% | +12.9% | -13.3% | -2.3% |
| 6M | -1.6% | +0.1% | -1.7% | -2.1% |
| YTD | -17.5% | +13.5% | -31.1% | -19.6% |
| 1Y | -14.8% | +21.6% | -36.4% | -18.1% |
| 3Y | +47.9% | +46.0% | +1.9% | +34.7% |
| 5Y | +34.5% | +143.7% | -109.3% | +19.3% |
| All | +34.5% | +148.2% | -113.8% | +19.3% |
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