-14.8%
TTWO vs AS
-24.2%
+9.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | -2.3% | -2.8% | +0.5% | -1.8% |
| 30D | -16.7% | -23.2% | +6.5% | -12.9% |
| 3M | -0.4% | -20.1% | +19.7% | +3.3% |
| 6M | -1.6% | -18.5% | +16.9% | +1.1% |
| YTD | -17.5% | -25.6% | +8.1% | -13.4% |
| 1Y | -14.8% | -24.4% | +9.5% | -12.1% |
| All | -14.8% | -24.2% | +9.4% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling