+29.2%
TTWO vs AS
+134.9%
-105.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +13.0% | +6.9% | +6.1% | +12.0% |
| 30D | +5.3% | +16.0% | -10.7% | +3.2% |
| 3M | -7.6% | -12.8% | +5.3% | -6.0% |
| 6M | -3.2% | -15.4% | +12.2% | -1.4% |
| YTD | -16.1% | -15.7% | -0.3% | -14.7% |
| 1Y | -14.9% | +6.1% | -20.9% | -16.0% |
| All | +29.2% | +134.9% | -105.7% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling