-16.3%
TTWO vs DGX
+45.7%
-61.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +10.3% | +0.7% | +9.6% | +10.3% |
| 30D | +5.3% | +11.5% | -6.2% | +6.5% |
| 3M | -9.2% | +8.4% | -17.6% | -8.4% |
| 6M | -4.4% | +34.5% | -38.9% | 0.0% |
| YTD | -16.7% | +49.3% | -65.9% | -8.7% |
| 1Y | -16.3% | +45.3% | -61.6% | -8.7% |
| All | -16.3% | +45.7% | -61.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling