+394.9%
TTWO vs DTE
+137.8%
+257.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +0.4% | -2.6% | +2.9% | +0.8% |
| 30D | -11.3% | -4.4% | -6.9% | -10.7% |
| 3M | +1.6% | -8.3% | +9.9% | +3.0% |
| 6M | +2.1% | -8.1% | +10.2% | +3.3% |
| YTD | -15.8% | +4.4% | -20.3% | -16.9% |
| 1Y | -12.6% | +0.2% | -12.8% | -13.1% |
| 3Y | +48.2% | +42.6% | +5.6% | +36.5% |
| 5Y | +40.0% | +31.5% | +8.5% | +30.5% |
| All | +394.9% | +137.8% | +257.1% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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