+48.2%
TTWO vs AU
+577.5%
-529.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.1% |
| 3M | +1.6% | +26.3% | -24.7% | -1.0% |
| 6M | +2.1% | +1.8% | +0.3% | +0.9% |
| YTD | -15.8% | +26.8% | -42.7% | -18.8% |
| 1Y | -12.6% | +66.7% | -79.3% | -18.2% |
| 3Y | +48.2% | +579.1% | -530.9% | +22.6% |
| All | +48.2% | +577.5% | -529.3% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling