+40.9%
TTWO vs DE
+97.2%
-56.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -2.6% | +2.9% | +0.8% |
| 30D | -11.3% | +9.0% | -20.4% | -12.9% |
| 3M | +1.6% | +19.1% | -17.5% | -2.1% |
| 6M | +2.1% | +14.4% | -12.3% | -1.2% |
| YTD | -15.8% | +45.9% | -61.8% | -23.4% |
| 1Y | -12.6% | +43.6% | -56.2% | -20.3% |
| 3Y | +48.2% | +75.9% | -27.7% | +26.6% |
| All | +40.9% | +97.2% | -56.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 5y: compounded portfolio wealth divided by compounded DE 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…
5y analysis · Full analysis span regression · 6 months rolling