+394.9%
TTWO vs DHI
+414.5%
-19.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +0.4% | -3.4% | +3.8% | +1.0% |
| 30D | -11.3% | -5.4% | -5.9% | -10.5% |
| 3M | +1.6% | -10.4% | +12.0% | +3.4% |
| 6M | +2.1% | -2.8% | +4.8% | +1.8% |
| YTD | -15.8% | -3.4% | -12.4% | -16.3% |
| 1Y | -12.6% | -22.9% | +10.3% | -9.4% |
| 3Y | +48.2% | +20.7% | +27.5% | +35.7% |
| 5Y | +40.0% | +62.1% | -22.2% | +17.2% |
| All | +394.9% | +414.5% | -19.6% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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