-16.3%
TTWO vs AZO
-10.2%
-6.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +10.3% | +5.5% | +4.8% | +10.0% |
| 30D | +5.3% | +14.2% | -8.8% | +4.7% |
| 3M | -9.2% | +7.9% | -17.1% | -9.7% |
| 6M | -4.4% | -6.6% | +2.2% | -5.3% |
| YTD | -16.7% | -2.4% | -14.2% | -17.8% |
| 1Y | -16.3% | -9.6% | -6.6% | -17.8% |
| All | -16.3% | -10.2% | -6.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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