+49.2%
TTWO vs DLR
+55.5%
-6.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +3.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.6% |
| 30D | -13.4% | -2.9% | -10.5% | -13.0% |
| 3M | +3.1% | +3.2% | -0.1% | +2.0% |
| 6M | +3.8% | +3.9% | -0.1% | +2.3% |
| YTD | -15.3% | +21.4% | -36.7% | -19.6% |
| 1Y | -11.1% | +9.7% | -20.8% | -13.7% |
| All | +49.2% | +55.5% | -6.3% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling