+398.3%
TTWO vs COO
+17.5%
+380.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -14.7% | +17.4% | +7.8% |
| 7D | +1.3% | -23.3% | +24.6% | +10.4% |
| 30D | -13.4% | -29.5% | +16.1% | -2.7% |
| 3M | +3.1% | -20.0% | +23.1% | +10.4% |
| 6M | +3.8% | -27.2% | +31.0% | +14.6% |
| YTD | -15.3% | -33.9% | +18.6% | -3.2% |
| 1Y | -11.1% | -19.9% | +8.8% | -6.2% |
| 3Y | +52.0% | -38.1% | +90.1% | +69.7% |
| 5Y | +40.9% | -52.0% | +92.9% | +73.2% |
| All | +398.3% | +17.5% | +380.8% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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