+51.8%
TTWO vs D
+73.4%
-21.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +6.0% | -1.4% | +7.4% | +6.0% |
| 30D | +13.2% | +7.7% | +5.5% | +13.3% |
| 3M | -5.8% | -0.3% | -5.5% | -5.9% |
| 6M | +0.4% | +10.1% | -9.7% | +0.6% |
| YTD | -11.0% | +19.1% | -30.1% | -10.9% |
| 1Y | -4.1% | +15.9% | -20.0% | -3.9% |
| 3Y | +51.8% | +75.0% | -23.2% | +50.8% |
| All | +51.8% | +73.4% | -21.6% | +50.8% |
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