+887.4%
TTWO vs DLR
+3,536.4%
-2,649.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +3.4% |
| 7D | +1.3% | -1.3% | +2.6% | +1.7% |
| 30D | -13.4% | -2.9% | -10.5% | -12.7% |
| 3M | +3.1% | +3.2% | -0.1% | +1.4% |
| 6M | +3.8% | +3.9% | -0.1% | +1.6% |
| YTD | -15.3% | +21.4% | -36.7% | -21.4% |
| 1Y | -11.1% | +9.7% | -20.8% | -15.0% |
| 3Y | +52.0% | +56.5% | -4.6% | +26.4% |
| 5Y | +40.9% | +41.5% | -0.6% | +18.5% |
| 10Y | +407.6% | +171.3% | +236.4% | +229.2% |
| All | +887.4% | +3,536.4% | -2,649.0% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling