+21.8%
TTWO vs DOCN
+88.7%
-66.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.0% | -11.5% | -4.4% |
| 7D | +8.0% | -12.8% | +20.8% | +9.3% |
| 30D | -2.8% | -41.9% | +39.1% | +3.0% |
| 3M | -15.9% | -36.9% | +21.1% | -12.4% |
| 6M | -5.9% | -52.2% | +46.3% | +0.5% |
| YTD | -19.0% | +62.7% | -81.7% | -29.7% |
| 1Y | -10.6% | +58.2% | -68.8% | -22.3% |
| 3Y | +41.7% | +219.5% | -177.7% | +4.0% |
| 5Y | +11.0% | -32.9% | +43.9% | -7.7% |
| All | +21.8% | +88.7% | -66.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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