+333.5%
TTWO vs DOC
+15.7%
+317.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +13.0% | +6.5% | +6.5% | +11.5% |
| 30D | +5.3% | +9.2% | -3.8% | +3.4% |
| 3M | -7.6% | -2.5% | -5.1% | -7.1% |
| 6M | -3.2% | +7.1% | -10.3% | -4.8% |
| YTD | -16.1% | +33.0% | -49.1% | -21.6% |
| 1Y | -14.9% | +23.3% | -38.1% | -19.2% |
| 3Y | +59.9% | +44.9% | +15.0% | +44.9% |
| 5Y | +14.8% | -21.6% | +36.4% | +17.0% |
| All | +333.5% | +15.7% | +317.8% | +292.7% |
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