+394.9%
TTWO vs EW
+120.5%
+274.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.1% |
| 7D | +0.4% | -6.2% | +6.5% | +2.3% |
| 30D | -11.3% | -9.3% | -2.0% | -8.8% |
| 3M | +1.6% | -1.6% | +3.2% | +1.9% |
| 6M | +2.1% | -0.8% | +2.9% | +1.9% |
| YTD | -15.8% | -1.0% | -14.8% | -16.1% |
| 1Y | -12.6% | +8.2% | -20.8% | -15.4% |
| 3Y | +48.2% | +12.7% | +35.5% | +35.2% |
| 5Y | +40.0% | -30.2% | +70.2% | +46.8% |
| All | +394.9% | +120.5% | +274.4% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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