+22.6%
TTWO vs DOCS
-36.0%
+58.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.7% |
| 7D | -8.8% | -1.4% | -7.4% | -8.6% |
| 30D | -8.6% | +21.8% | -30.4% | -12.0% |
| 3M | -0.9% | +27.3% | -28.2% | -5.2% |
| 6M | -0.5% | -0.3% | -0.2% | -2.3% |
| YTD | -16.1% | -40.5% | +24.3% | -11.1% |
| 1Y | -10.8% | -61.5% | +50.8% | +0.8% |
| 3Y | +51.4% | +8.2% | +43.2% | +42.2% |
| 5Y | +33.7% | -73.4% | +107.1% | +35.2% |
| All | +22.6% | -36.0% | +58.6% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling