+40.9%
TTWO vs DTE
+30.3%
+10.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +0.4% | -2.6% | +2.9% | +0.7% |
| 30D | -11.3% | -4.4% | -6.9% | -10.9% |
| 3M | +1.6% | -8.3% | +9.9% | +2.6% |
| 6M | +2.1% | -8.1% | +10.2% | +2.9% |
| YTD | -15.8% | +4.4% | -20.3% | -16.9% |
| 1Y | -12.6% | +0.2% | -12.8% | -13.2% |
| 3Y | +48.2% | +42.6% | +5.6% | +36.2% |
| All | +40.9% | +30.3% | +10.6% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling