+40.9%
TTWO vs DRI
+63.5%
-22.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +1.3% | -4.8% | +6.1% | +2.2% |
| 30D | -13.4% | -5.2% | -8.2% | -12.7% |
| 3M | +3.1% | +2.7% | +0.4% | +2.3% |
| 6M | +3.8% | +3.6% | +0.2% | +2.6% |
| YTD | -15.3% | +15.4% | -30.7% | -18.4% |
| 1Y | -11.1% | +1.3% | -12.4% | -12.0% |
| 3Y | +52.0% | +53.1% | -1.1% | +33.9% |
| 5Y | +40.9% | +64.6% | -23.6% | +18.4% |
| All | +40.9% | +63.5% | -22.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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