+5,381.8%
TTWO vs DOC
+781.7%
+4,600.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -8.8% | -1.5% | -7.3% | -8.4% |
| 30D | -8.6% | -4.8% | -3.8% | -7.4% |
| 3M | -0.9% | +6.9% | -7.8% | -2.9% |
| 6M | -0.5% | +20.7% | -21.2% | -6.5% |
| YTD | -16.1% | +34.1% | -50.3% | -23.5% |
| 1Y | -10.8% | +22.6% | -33.4% | -16.7% |
| 3Y | +51.4% | +20.8% | +30.5% | +39.7% |
| 5Y | +33.7% | -24.9% | +58.6% | +39.7% |
| 10Y | +380.3% | -1.8% | +382.1% | +333.8% |
| All | +5,381.8% | +781.7% | +4,600.1% | +2,556.4% |
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