-17.2%
TTWO vs DAR
+63.3%
-80.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.6% | +6.9% |
| 7D | +7.0% | -5.7% | +12.7% | +6.5% |
| 30D | +2.7% | -16.6% | +19.3% | +1.5% |
| 3M | -13.0% | -13.1% | 0.0% | -13.9% |
| 6M | -7.2% | -18.8% | +11.5% | -7.8% |
| YTD | -18.4% | +45.3% | -63.7% | -21.4% |
| 1Y | -17.2% | +60.6% | -77.9% | -22.1% |
| All | -17.2% | +63.3% | -80.5% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling