-12.6%
TTWO vs COO
-20.3%
+7.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +0.4% | -22.5% | +22.9% | +2.5% |
| 30D | -11.3% | -29.7% | +18.4% | -8.4% |
| 3M | +1.6% | -20.1% | +21.7% | +3.8% |
| 6M | +2.1% | -26.9% | +29.0% | +4.8% |
| YTD | -15.8% | -34.2% | +18.4% | -13.0% |
| 1Y | -12.6% | -21.3% | +8.7% | -9.2% |
| All | -12.6% | -20.3% | +7.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling