+72.9%
TTWO vs DT
+98.4%
-25.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -16.7% | +0.1% | -16.8% | -16.9% |
| 3M | -0.4% | +24.1% | -24.5% | -6.3% |
| 6M | -1.6% | +30.1% | -31.7% | -9.1% |
| YTD | -17.5% | +16.8% | -34.3% | -21.9% |
| 1Y | -14.8% | -0.1% | -14.7% | -16.5% |
| 3Y | +47.9% | +6.8% | +41.0% | +40.5% |
| 5Y | +34.5% | -28.4% | +62.8% | +33.7% |
| All | +72.9% | +98.4% | -25.5% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling