+48.2%
TTWO vs AUR
+84.2%
-36.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +0.4% | +1.4% | -1.1% | +0.3% |
| 30D | -11.3% | -6.4% | -4.9% | -11.1% |
| 3M | +1.6% | +7.7% | -6.1% | +0.8% |
| 6M | +2.1% | +44.5% | -42.4% | -1.0% |
| YTD | -15.8% | +67.4% | -83.3% | -19.1% |
| 1Y | -12.6% | +15.4% | -28.0% | -14.5% |
| 3Y | +48.2% | +94.8% | -46.6% | +26.8% |
| All | +48.2% | +84.2% | -36.0% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling