+394.9%
TTWO vs AZO
+296.8%
+98.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | -3.6% | +3.9% | +1.0% |
| 30D | -11.3% | -5.6% | -5.8% | -10.5% |
| 3M | +1.6% | -6.6% | +8.2% | +2.6% |
| 6M | +2.1% | -22.5% | +24.6% | +6.2% |
| YTD | -15.8% | -15.2% | -0.7% | -14.1% |
| 1Y | -12.6% | -33.9% | +21.3% | -6.7% |
| 3Y | +48.2% | +11.8% | +36.4% | +41.8% |
| 5Y | +40.0% | +85.5% | -45.6% | +19.9% |
| All | +394.9% | +296.8% | +98.1% | +304.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling