+46.7%
TTWO vs D
+62.9%
-16.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.6% |
| 7D | -1.6% | +0.8% | -2.3% | -1.5% |
| 30D | -13.5% | -0.7% | -12.7% | -13.5% |
| 3M | +0.3% | +2.1% | -1.7% | +0.4% |
| 6M | +0.8% | +6.8% | -6.0% | +1.0% |
| YTD | -16.7% | +16.5% | -33.2% | -16.6% |
| 1Y | -14.3% | +19.2% | -33.4% | -14.3% |
| All | +46.7% | +62.9% | -16.2% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling