+394.9%
TTWO vs EXC
+158.0%
+236.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | -11.3% | -3.6% | -7.7% | -10.6% |
| 3M | +1.6% | -4.3% | +5.9% | +2.4% |
| 6M | +2.1% | -9.9% | +12.0% | +4.2% |
| YTD | -15.8% | +1.8% | -17.6% | -16.8% |
| 1Y | -12.6% | +2.9% | -15.5% | -14.0% |
| 3Y | +48.2% | +19.1% | +29.1% | +38.7% |
| 5Y | +40.0% | +44.8% | -4.9% | +22.5% |
| All | +394.9% | +158.0% | +236.9% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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