+48.2%
TTWO vs DT
+7.2%
+41.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.5% |
| 6M | +2.1% | +35.9% | -33.9% | -7.9% |
| YTD | -15.8% | +17.8% | -33.7% | -21.4% |
| 1Y | -12.6% | +4.1% | -16.7% | -15.9% |
| 3Y | +48.2% | +5.3% | +42.9% | +40.0% |
| All | +48.2% | +7.2% | +41.0% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling