+28.2%
TTWO vs AS
+114.1%
-85.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.3% |
| 7D | -1.6% | -2.6% | +1.0% | -1.2% |
| 30D | -13.5% | -22.1% | +8.7% | -10.6% |
| 3M | +0.3% | -15.3% | +15.7% | +2.5% |
| 6M | +0.8% | -15.6% | +16.4% | +2.6% |
| YTD | -16.7% | -23.2% | +6.5% | -14.2% |
| 1Y | -14.3% | -21.7% | +7.4% | -12.1% |
| All | +28.2% | +114.1% | -85.9% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling