-10.8%
TTWO vs DT
+4.0%
-14.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -8.8% | -3.3% | -5.5% | -8.1% |
| 30D | -8.6% | +2.0% | -10.7% | -9.3% |
| 3M | -0.9% | +20.0% | -20.9% | -6.1% |
| 6M | -0.5% | +39.3% | -39.8% | -11.1% |
| YTD | -16.1% | +19.8% | -35.9% | -23.8% |
| 1Y | -10.8% | +4.3% | -15.1% | -17.2% |
| All | -10.8% | +4.0% | -14.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling