+5,439.7%
TTWO vs DE
+5,244.8%
+195.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.7% |
| 7D | +1.3% | -2.4% | +3.7% | +2.1% |
| 30D | -13.4% | +9.7% | -23.1% | -16.2% |
| 3M | +3.1% | +21.4% | -18.3% | -3.8% |
| 6M | +3.8% | +15.0% | -11.2% | -2.1% |
| YTD | -15.3% | +46.4% | -61.7% | -26.8% |
| 1Y | -11.1% | +45.6% | -56.7% | -23.3% |
| 3Y | +52.0% | +76.8% | -24.8% | +20.6% |
| 5Y | +40.9% | +99.4% | -58.5% | +4.1% |
| 10Y | +407.6% | +864.6% | -456.9% | +99.9% |
| All | +5,439.7% | +5,244.8% | +195.0% | +1,239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling