+5,401.7%
TTWO vs DGX
+9,164.2%
-3,762.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -11.3% | -1.2% | -10.2% | -11.1% |
| 3M | +1.6% | +15.8% | -14.2% | -2.6% |
| 6M | +2.1% | +18.2% | -16.1% | -2.9% |
| YTD | -15.8% | +37.2% | -53.0% | -23.4% |
| 1Y | -12.6% | +30.4% | -43.0% | -19.5% |
| 3Y | +48.2% | +96.7% | -48.5% | +20.5% |
| 5Y | +40.0% | +67.2% | -27.2% | +17.6% |
| 10Y | +404.1% | +253.9% | +150.2% | +236.6% |
| All | +5,401.7% | +9,164.2% | -3,762.4% | +1,501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling