+48.2%
TTWO vs DBX
+27.0%
+21.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.0% |
| 7D | +0.4% | +2.1% | -1.7% | 0.0% |
| 30D | -11.3% | +5.7% | -17.1% | -12.4% |
| 3M | +1.6% | +31.8% | -30.2% | -4.0% |
| 6M | +2.1% | +37.5% | -35.4% | -5.0% |
| YTD | -15.8% | +27.9% | -43.8% | -20.6% |
| 1Y | -12.6% | +15.0% | -27.6% | -16.0% |
| 3Y | +48.2% | +27.2% | +21.0% | +32.2% |
| All | +48.2% | +27.0% | +21.2% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling