+390.0%
TTWO vs EXC
+205.3%
+184.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | +13.2% | +8.6% | +4.6% | +11.1% |
| 3M | -5.8% | +2.4% | -8.2% | -6.4% |
| 6M | +0.4% | +6.5% | -6.1% | -1.4% |
| YTD | -11.0% | +9.0% | -20.1% | -13.4% |
| 1Y | -4.1% | +4.6% | -8.7% | -5.8% |
| 3Y | +51.8% | +33.5% | +18.3% | +38.0% |
| 5Y | +21.3% | +41.4% | -20.1% | +7.4% |
| All | +390.0% | +205.3% | +184.7% | +247.9% |
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