+6,206.8%
TTWO vs AU
+755.5%
+5,451.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 6M | +2.1% | +1.8% | +0.3% | +1.0% |
| YTD | -15.8% | +26.8% | -42.7% | -18.5% |
| 1Y | -12.6% | +66.7% | -79.3% | -17.7% |
| 3Y | +48.2% | +579.1% | -530.9% | +21.4% |
| 5Y | +40.0% | +689.3% | -649.4% | +11.3% |
| 10Y | +404.1% | +686.6% | -282.5% | +283.5% |
| All | +6,206.8% | +755.5% | +5,451.3% | +4,606.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling