+5,439.7%
TTWO vs DVA
+3,039.9%
+2,399.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -13.4% | +1.7% | -15.1% | -13.6% |
| 3M | +3.1% | -8.7% | +11.8% | +4.1% |
| 6M | +3.8% | +19.7% | -15.9% | +0.4% |
| YTD | -15.3% | +59.6% | -74.9% | -22.0% |
| 1Y | -11.1% | +37.1% | -48.2% | -16.5% |
| 3Y | +52.0% | +89.8% | -37.8% | +34.0% |
| 5Y | +40.9% | +47.4% | -6.4% | +26.1% |
| 10Y | +407.6% | +184.9% | +222.7% | +298.6% |
| All | +5,439.7% | +3,039.9% | +2,399.8% | +3,913.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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