+116.1%
TTWO vs DBX
+22.6%
+93.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.1% |
| 7D | +0.4% | +2.1% | -1.7% | -0.2% |
| 30D | -11.3% | +5.7% | -17.1% | -12.9% |
| 3M | +1.6% | +31.8% | -30.2% | -6.4% |
| 6M | +2.1% | +37.5% | -35.4% | -7.7% |
| YTD | -15.8% | +27.9% | -43.8% | -22.4% |
| 1Y | -12.6% | +15.0% | -27.6% | -17.5% |
| 3Y | +48.2% | +27.2% | +21.0% | +32.1% |
| 5Y | +40.0% | +12.8% | +27.2% | +25.6% |
| All | +116.1% | +22.6% | +93.5% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling