+5,347.8%
TTWO vs DOC
+768.0%
+4,579.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.2% |
| 7D | +10.3% | +6.2% | +4.1% | +8.5% |
| 30D | +5.3% | +6.5% | -1.1% | +3.5% |
| 3M | -9.2% | -6.2% | -2.9% | -7.6% |
| 6M | -4.4% | +25.6% | -30.0% | -11.0% |
| YTD | -16.7% | +32.1% | -48.7% | -23.7% |
| 1Y | -16.3% | +20.3% | -36.5% | -21.4% |
| 3Y | +53.6% | +42.7% | +10.9% | +35.4% |
| 5Y | +14.0% | -22.2% | +36.1% | +18.0% |
| 10Y | +341.7% | +16.5% | +325.2% | +279.5% |
| All | +5,347.8% | +768.0% | +4,579.8% | +2,550.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling