+119.8%
TTWO vs DOW
-15.9%
+135.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.3% | -6.0% | +3.7% | -1.5% |
| 30D | -16.7% | -2.7% | -14.0% | -16.5% |
| 3M | -0.4% | -10.5% | +10.0% | +0.8% |
| 6M | -1.6% | -12.4% | +10.8% | -0.6% |
| YTD | -17.5% | +30.0% | -47.6% | -22.0% |
| 1Y | -14.8% | +27.8% | -42.6% | -19.6% |
| 3Y | +47.9% | -34.9% | +82.8% | +54.0% |
| 5Y | +34.5% | -35.9% | +70.3% | +39.3% |
| All | +119.8% | -15.9% | +135.7% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling