+5,381.8%
TTWO vs COO
+3,049.3%
+2,332.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | -8.8% | -2.2% | -6.6% | -8.2% |
| 30D | -8.6% | -7.0% | -1.6% | -6.8% |
| 3M | -0.9% | +12.2% | -13.1% | -4.2% |
| 6M | -0.5% | -15.1% | +14.6% | +3.5% |
| YTD | -16.1% | -15.1% | -1.1% | -12.8% |
| 1Y | -10.8% | +2.3% | -13.1% | -12.3% |
| 3Y | +51.4% | -23.7% | +75.0% | +57.3% |
| 5Y | +33.7% | -38.9% | +72.6% | +46.2% |
| 10Y | +380.3% | +49.9% | +330.4% | +308.9% |
| All | +5,381.8% | +3,049.3% | +2,332.5% | +1,895.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling