+5,346.0%
TTWO vs DAR
+775.3%
+4,570.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.8% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -13.5% | +13.0% | -26.4% | -14.0% |
| 3M | +0.3% | +15.0% | -14.6% | -0.5% |
| 6M | +0.8% | +26.8% | -26.0% | -0.6% |
| YTD | -16.7% | +86.4% | -103.1% | -19.5% |
| 1Y | -14.3% | +115.1% | -129.4% | -17.9% |
| 3Y | +49.4% | +14.6% | +34.8% | +46.7% |
| 5Y | +33.8% | -8.8% | +42.5% | +32.1% |
| 10Y | +392.8% | +356.5% | +36.3% | +347.1% |
| All | +5,346.0% | +775.3% | +4,570.7% | +5,303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling