-10.8%
TTWO vs AXON
-28.9%
+18.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +1.0% |
| 7D | -8.8% | -14.2% | +5.4% | -6.3% |
| 30D | -8.6% | -15.4% | +6.8% | -6.4% |
| 3M | -0.9% | +0.5% | -1.4% | -1.8% |
| 6M | -0.5% | -9.5% | +9.0% | -0.3% |
| YTD | -16.1% | -9.2% | -6.9% | -18.6% |
| 1Y | -10.8% | -29.4% | +18.6% | -11.9% |
| All | -10.8% | -28.9% | +18.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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