+5,381.8%
TTWO vs DRI
+9,256.1%
-3,874.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -8.8% | +0.6% | -9.4% | -8.9% |
| 30D | -8.6% | +3.8% | -12.5% | -9.4% |
| 3M | -0.9% | +13.0% | -13.9% | -3.5% |
| 6M | -0.5% | +8.3% | -8.8% | -2.6% |
| YTD | -16.1% | +20.6% | -36.8% | -19.9% |
| 1Y | -10.8% | +6.5% | -17.2% | -12.8% |
| 3Y | +51.4% | +53.7% | -2.3% | +35.7% |
| 5Y | +33.7% | +72.7% | -39.0% | +15.7% |
| 10Y | +380.3% | +363.2% | +17.1% | +204.9% |
| All | +5,381.8% | +9,256.1% | -3,874.3% | +2,131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling