-14.9%
TTWO vs DOC
+20.9%
-35.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +13.0% | +6.5% | +6.5% | +12.3% |
| 30D | +5.3% | +9.2% | -3.8% | +4.4% |
| 3M | -7.6% | -2.5% | -5.1% | -7.6% |
| 6M | -3.2% | +7.1% | -10.3% | -3.6% |
| YTD | -16.1% | +33.0% | -49.1% | -18.0% |
| 1Y | -14.9% | +23.3% | -38.1% | -16.3% |
| All | -14.9% | +20.9% | -35.8% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling