+394.9%
TTWO vs AU
+699.0%
-304.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +0.4% | -4.3% | +4.6% | +0.7% |
| 30D | -11.3% | +7.3% | -18.6% | -12.0% |
| 3M | +1.6% | +26.3% | -24.7% | -0.6% |
| 6M | +2.1% | +1.8% | +0.3% | +1.1% |
| YTD | -15.8% | +26.8% | -42.7% | -18.2% |
| 1Y | -12.6% | +66.7% | -79.3% | -17.1% |
| 3Y | +48.2% | +579.1% | -530.9% | +25.0% |
| 5Y | +40.0% | +689.3% | -649.4% | +15.3% |
| All | +394.9% | +699.0% | -304.1% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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