+58.8%
TTWO vs DOC
+43.2%
+15.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.2% |
| 7D | +10.3% | +6.2% | +4.1% | +9.2% |
| 30D | +5.3% | +6.5% | -1.1% | +4.2% |
| 3M | -9.2% | -6.2% | -2.9% | -8.3% |
| 6M | -4.4% | +25.6% | -30.0% | -8.5% |
| YTD | -16.7% | +32.1% | -48.7% | -21.3% |
| 1Y | -16.3% | +20.3% | -36.5% | -19.3% |
| All | +58.8% | +43.2% | +15.6% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling