+323.3%
TTWO vs DOC
+21.1%
+302.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -3.8% |
| 7D | +8.0% | +5.9% | +2.1% | +6.7% |
| 30D | -2.8% | +10.3% | -13.1% | -4.8% |
| 3M | -15.9% | -2.2% | -13.7% | -15.6% |
| 6M | -5.9% | +8.2% | -14.1% | -7.7% |
| YTD | -19.0% | +35.4% | -54.4% | -24.6% |
| 1Y | -10.6% | +23.6% | -34.2% | -15.2% |
| 3Y | +41.7% | +57.3% | -15.5% | +26.2% |
| 5Y | +11.0% | -19.6% | +30.6% | +12.5% |
| 10Y | +323.3% | +20.8% | +302.5% | +280.3% |
| All | +323.3% | +21.1% | +302.2% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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