+5,291.1%
TTWO vs DD
+576.2%
+4,714.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | -2.3% | -3.8% | +1.5% | -1.1% |
| 30D | -16.7% | -9.2% | -7.5% | -14.1% |
| 3M | -0.4% | -9.0% | +8.6% | +2.4% |
| 6M | -1.6% | -5.0% | +3.3% | -1.1% |
| YTD | -17.5% | +7.4% | -24.9% | -20.6% |
| 1Y | -14.8% | +35.1% | -49.9% | -24.3% |
| 3Y | +47.9% | +43.2% | +4.7% | +25.7% |
| 5Y | +34.5% | +59.6% | -25.2% | +8.2% |
| 10Y | +394.0% | +66.5% | +327.5% | +260.9% |
| All | +5,291.1% | +576.2% | +4,714.9% | +2,054.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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