+394.9%
TTWO vs DLR
+177.5%
+217.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -11.3% | -4.3% | -7.0% | -10.2% |
| 3M | +1.6% | +3.8% | -2.2% | -0.1% |
| 6M | +2.1% | +5.8% | -3.8% | -0.5% |
| YTD | -15.8% | +23.5% | -39.4% | -22.1% |
| 1Y | -12.6% | +11.1% | -23.7% | -16.5% |
| 3Y | +48.2% | +57.9% | -9.7% | +23.5% |
| 5Y | +40.0% | +44.0% | -4.0% | +18.0% |
| All | +394.9% | +177.5% | +217.4% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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