+16.1%
TTWO vs COMP
-17.6%
+33.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.7% | -10.0% | -0.6% |
| 7D | +13.0% | +13.4% | -0.5% | +11.1% |
| 30D | +5.3% | +11.1% | -5.8% | +3.7% |
| 3M | -7.6% | -18.8% | +11.3% | -5.6% |
| 6M | -3.2% | +10.5% | -13.7% | -5.4% |
| YTD | -16.1% | -3.4% | -12.7% | -17.3% |
| 1Y | -14.9% | +19.7% | -34.6% | -18.5% |
| 3Y | +59.9% | +381.6% | -321.7% | +19.4% |
| All | +16.1% | -17.6% | +33.7% | +6.8% |
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