+382.4%
TTWO vs DOC
+23.6%
+358.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +10.7% | +1.0% | +9.7% | +10.4% |
| 30D | +10.8% | +8.1% | +2.6% | +8.9% |
| 3M | -7.7% | +0.9% | -8.6% | -7.9% |
| 6M | +4.4% | +6.3% | -1.8% | +2.9% |
| YTD | -9.7% | +33.8% | -43.4% | -15.7% |
| 1Y | -3.9% | +21.6% | -25.5% | -8.5% |
| 3Y | +56.4% | +53.4% | +3.0% | +40.1% |
| 5Y | +24.6% | -21.0% | +45.6% | +26.6% |
| 10Y | +382.4% | +22.5% | +359.9% | +343.2% |
| All | +382.4% | +23.6% | +358.8% | +343.2% |
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