+394.9%
TTWO vs D
+36.8%
+358.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +0.4% | -2.2% | +2.6% | +0.7% |
| 30D | -11.3% | -4.5% | -6.9% | -10.7% |
| 3M | +1.6% | -2.5% | +4.1% | +2.0% |
| 6M | +2.1% | +5.5% | -3.5% | +0.8% |
| YTD | -15.8% | +13.3% | -29.1% | -18.0% |
| 1Y | -12.6% | +11.8% | -24.4% | -14.8% |
| 3Y | +48.2% | +56.7% | -8.5% | +33.0% |
| 5Y | +40.0% | +4.3% | +35.7% | +37.6% |
| All | +394.9% | +36.8% | +358.1% | +354.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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