+24.6%
TTWO vs D
+13.0%
+11.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.0% |
| 7D | +10.7% | -2.4% | +13.2% | +11.0% |
| 30D | +10.8% | +9.0% | +1.8% | +9.9% |
| 3M | -7.7% | +1.0% | -8.6% | -7.8% |
| 6M | +4.4% | +11.0% | -6.5% | +3.3% |
| YTD | -9.7% | +19.8% | -29.4% | -11.7% |
| 1Y | -3.9% | +16.0% | -19.9% | -5.7% |
| 3Y | +56.4% | +74.4% | -17.9% | +41.2% |
| 5Y | +24.6% | +13.5% | +11.0% | +30.4% |
| All | +24.6% | +13.0% | +11.6% | +30.4% |
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 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