+76.5%
TTWO vs DT
+100.3%
-23.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | -11.3% | +3.0% | -14.4% | -12.2% |
| 3M | +1.6% | +26.5% | -24.9% | -4.8% |
| 6M | +2.1% | +35.9% | -33.9% | -6.7% |
| YTD | -15.8% | +17.8% | -33.7% | -20.5% |
| 1Y | -12.6% | +4.1% | -16.7% | -15.1% |
| 3Y | +48.2% | +5.3% | +42.9% | +41.3% |
| 5Y | +40.0% | -27.2% | +67.1% | +38.6% |
| All | +76.5% | +100.3% | -23.8% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling