+5,401.7%
TTWO vs DTE
+1,906.5%
+3,495.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +0.4% | -2.6% | +2.9% | +1.0% |
| 30D | -11.3% | -4.4% | -6.9% | -10.3% |
| 3M | +1.6% | -8.3% | +9.9% | +3.8% |
| 6M | +2.1% | -8.1% | +10.2% | +4.0% |
| YTD | -15.8% | +4.4% | -20.3% | -17.4% |
| 1Y | -12.6% | +0.2% | -12.8% | -13.3% |
| 3Y | +48.2% | +42.6% | +5.6% | +31.8% |
| 5Y | +40.0% | +31.5% | +8.5% | +26.3% |
| 10Y | +404.1% | +138.2% | +265.9% | +262.5% |
| All | +5,401.7% | +1,906.5% | +3,495.2% | +2,860.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling