+5,439.7%
TTWO vs DLTR
+2,941.6%
+2,498.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +1.3% | -9.4% | +10.8% | +2.8% |
| 30D | -13.4% | -7.3% | -6.0% | -12.5% |
| 3M | +3.1% | +7.6% | -4.5% | +1.7% |
| 6M | +3.8% | +1.6% | +2.2% | +2.7% |
| YTD | -15.3% | -3.5% | -11.7% | -15.7% |
| 1Y | -11.1% | +20.0% | -31.1% | -14.8% |
| 3Y | +52.0% | +2.3% | +49.7% | +45.4% |
| 5Y | +40.9% | +31.5% | +9.4% | +26.0% |
| 10Y | +407.6% | +45.4% | +362.3% | +328.7% |
| All | +5,439.7% | +2,941.6% | +2,498.1% | +2,751.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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