+36.4%
TTWO vs AS
+125.3%
-88.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.5% |
| 7D | +6.4% | -3.6% | +10.0% | +6.8% |
| 30D | +13.3% | +3.4% | +9.9% | +12.7% |
| 3M | -6.6% | -8.6% | +2.0% | -5.7% |
| 6M | +0.4% | -10.0% | +10.5% | +1.5% |
| YTD | -11.4% | -19.2% | +7.8% | -9.5% |
| 1Y | -5.6% | -3.8% | -1.8% | -5.7% |
| All | +36.4% | +125.3% | -88.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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