+5,401.7%
TTWO vs AZO
+11,641.8%
-6,240.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | -3.6% | +3.9% | +1.3% |
| 30D | -11.3% | -5.6% | -5.8% | -10.1% |
| 3M | +1.6% | -6.6% | +8.2% | +3.0% |
| 6M | +2.1% | -22.5% | +24.6% | +8.3% |
| YTD | -15.8% | -15.2% | -0.7% | -13.2% |
| 1Y | -12.6% | -33.9% | +21.3% | -4.0% |
| 3Y | +48.2% | +11.8% | +36.4% | +39.8% |
| 5Y | +40.0% | +85.5% | -45.6% | +13.1% |
| 10Y | +404.1% | +298.2% | +105.9% | +214.8% |
| All | +5,401.7% | +11,641.8% | -6,240.1% | +1,578.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling