+333.5%
TTWO vs DECK
+874.1%
-540.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +13.0% | +5.8% | +7.2% | +12.0% |
| 30D | +5.3% | +7.9% | -2.6% | +4.0% |
| 3M | -7.6% | -11.4% | +3.8% | -5.9% |
| 6M | -3.2% | -16.6% | +13.3% | -0.8% |
| YTD | -16.1% | -16.4% | +0.3% | -15.0% |
| 1Y | -14.9% | +8.6% | -23.5% | -17.9% |
| 3Y | +59.9% | -15.1% | +75.0% | +53.6% |
| 5Y | +14.8% | +22.9% | -8.1% | -0.9% |
| All | +333.5% | +874.1% | -540.6% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling