+33.8%
TTWO vs COMP
-32.0%
+65.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.2% |
| 7D | -1.6% | +4.1% | -5.6% | -2.1% |
| 30D | -13.5% | -14.5% | +1.1% | -11.9% |
| 3M | +0.3% | +41.8% | -41.5% | -4.3% |
| 6M | +0.8% | +23.6% | -22.7% | -3.2% |
| YTD | -16.7% | +1.7% | -18.4% | -18.2% |
| 1Y | -14.3% | +12.6% | -26.8% | -17.3% |
| 3Y | +49.4% | +221.9% | -172.5% | +18.7% |
| 5Y | +33.8% | -28.1% | +61.9% | +19.3% |
| All | +33.8% | -32.0% | +65.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling