+1,671.3%
TTWO vs DG
+560.3%
+1,111.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | -2.3% | -4.8% | +2.5% | -1.4% |
| 30D | -16.7% | +1.8% | -18.5% | -17.1% |
| 3M | -0.4% | +14.5% | -14.9% | -3.2% |
| 6M | -1.6% | -13.6% | +11.9% | +0.4% |
| YTD | -17.5% | -4.8% | -12.7% | -17.5% |
| 1Y | -14.8% | +21.6% | -36.4% | -19.1% |
| 3Y | +47.9% | +4.5% | +43.4% | +39.4% |
| 5Y | +34.5% | -38.5% | +72.9% | +41.4% |
| 10Y | +394.0% | +102.2% | +291.8% | +289.0% |
| All | +1,671.3% | +560.3% | +1,111.0% | +1,019.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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