+16.1%
TTWO vs DOCS
-51.8%
+67.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | +13.0% | -0.8% | +13.8% | +13.1% |
| 30D | +5.3% | +17.4% | -12.1% | +2.4% |
| 3M | -7.6% | +57.4% | -64.9% | -15.4% |
| 6M | -3.2% | +26.5% | -29.8% | -9.1% |
| YTD | -16.1% | -26.6% | +10.5% | -13.4% |
| 1Y | -14.9% | -48.1% | +33.2% | -6.7% |
| 3Y | +59.9% | +52.6% | +7.3% | +37.8% |
| All | +16.1% | -51.8% | +67.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 5y: compounded portfolio wealth divided by compounded DOCS 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…
5y analysis · Full analysis span regression · 6 months rolling