+124.3%
TTWO vs DOW
-17.0%
+141.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | -11.3% | -3.9% | -7.4% | -10.9% |
| 3M | +1.6% | -12.7% | +14.3% | +3.2% |
| 6M | +2.1% | -13.7% | +15.8% | +3.3% |
| YTD | -15.8% | +28.4% | -44.2% | -20.3% |
| 1Y | -12.6% | +21.8% | -34.4% | -16.9% |
| 3Y | +48.2% | -35.7% | +83.9% | +54.6% |
| 5Y | +40.0% | -36.8% | +76.8% | +45.3% |
| All | +124.3% | -17.0% | +141.3% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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