+1,236.2%
TTWO vs AR
-28.5%
+1,264.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +6.0% | +7.4% | -1.3% | +5.6% |
| 30D | +13.2% | +5.8% | +7.5% | +12.8% |
| 3M | -5.8% | +5.2% | -11.0% | -6.2% |
| 6M | +0.4% | +5.4% | -5.1% | -0.2% |
| YTD | -11.0% | +12.4% | -23.4% | -12.0% |
| 1Y | -4.1% | +12.8% | -16.9% | -5.2% |
| 3Y | +51.8% | +47.2% | +4.6% | +46.5% |
| 5Y | +21.3% | +101.1% | -79.9% | +15.4% |
| 10Y | +375.1% | +57.6% | +317.5% | +381.0% |
| All | +1,236.2% | -28.5% | +1,264.6% | +1,388.4% |
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