+1,159.2%
TTWO vs AR
-27.2%
+1,186.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -8.8% | +2.5% | -11.3% | -8.9% |
| 30D | -8.6% | +14.8% | -23.4% | -9.4% |
| 3M | -0.9% | +6.2% | -7.1% | -1.3% |
| 6M | -0.5% | +4.3% | -4.8% | -0.9% |
| YTD | -16.1% | +14.4% | -30.5% | -17.1% |
| 1Y | -10.8% | +21.3% | -32.1% | -12.2% |
| 3Y | +51.4% | +39.8% | +11.6% | +46.6% |
| 5Y | +33.7% | +142.1% | -108.4% | +26.5% |
| 10Y | +380.3% | +52.0% | +328.2% | +387.8% |
| All | +1,159.2% | -27.2% | +1,186.4% | +1,303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling