+5,381.8%
TTWO vs D
+1,276.5%
+4,105.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -8.8% | +1.5% | -10.3% | -9.2% |
| 30D | -8.6% | -2.6% | -6.0% | -8.0% |
| 3M | -0.9% | 0.0% | -0.9% | -1.0% |
| 6M | -0.5% | +7.4% | -7.9% | -2.8% |
| YTD | -16.1% | +15.9% | -32.0% | -19.9% |
| 1Y | -10.8% | +18.1% | -28.9% | -15.4% |
| 3Y | +51.4% | +58.4% | -7.0% | +29.8% |
| 5Y | +33.7% | +5.2% | +28.5% | +27.9% |
| 10Y | +380.3% | +35.9% | +344.4% | +309.0% |
| All | +5,381.8% | +1,276.5% | +4,105.3% | +3,414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling