+111.8%
TTWO vs DBX
+19.3%
+92.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.6% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -16.7% | 0.0% | -16.7% | -16.9% |
| 3M | -0.4% | +26.1% | -26.5% | -7.1% |
| 6M | -1.6% | +29.4% | -31.0% | -9.6% |
| YTD | -17.5% | +24.4% | -42.0% | -23.4% |
| 1Y | -14.8% | +10.9% | -25.7% | -18.7% |
| 3Y | +47.9% | +24.1% | +23.8% | +32.7% |
| 5Y | +34.5% | +7.8% | +26.7% | +22.2% |
| All | +111.8% | +19.3% | +92.5% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling