+34.5%
TTWO vs D
+5.1%
+29.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -2.3% | -0.4% | -1.9% | -2.3% |
| 30D | -16.7% | -2.1% | -14.7% | -16.6% |
| 3M | -0.4% | -0.7% | +0.3% | -0.4% |
| 6M | -1.6% | +5.6% | -7.2% | -2.3% |
| YTD | -17.5% | +14.6% | -32.1% | -18.9% |
| 1Y | -14.8% | +15.3% | -30.2% | -16.4% |
| 3Y | +47.9% | +59.1% | -11.2% | +36.3% |
| 5Y | +34.5% | +3.9% | +30.5% | +40.9% |
| All | +34.5% | +5.1% | +29.4% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling