+2,268.1%
TTWO vs ATI
+1,093.4%
+1,174.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.3% | +2.4% | -4.7% | -2.8% |
| 30D | -16.7% | -9.5% | -7.2% | -15.1% |
| 3M | -0.4% | +10.4% | -10.8% | -2.9% |
| 6M | -1.6% | +31.8% | -33.4% | -8.1% |
| YTD | -17.5% | +80.0% | -97.5% | -27.8% |
| 1Y | -14.8% | +175.8% | -190.6% | -31.9% |
| 3Y | +47.9% | +364.2% | -316.4% | +2.6% |
| 5Y | +34.5% | +1,076.9% | -1,042.4% | -25.1% |
| 10Y | +394.0% | +1,178.1% | -784.1% | +122.9% |
| All | +2,268.1% | +1,093.4% | +1,174.7% | +770.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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