-10.8%
TTWO vs AUR
+11.8%
-22.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -8.8% | +8.7% | -17.5% | -9.8% |
| 30D | -8.6% | -5.2% | -3.4% | -8.2% |
| 3M | -0.9% | -7.3% | +6.4% | -0.6% |
| 6M | -0.5% | +41.2% | -41.7% | -7.3% |
| YTD | -16.1% | +65.1% | -81.3% | -22.9% |
| 1Y | -10.8% | +13.4% | -24.2% | -14.0% |
| All | -10.8% | +11.8% | -22.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling