+45.2%
TTWO vs EXC
+20.6%
+24.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -16.7% | -0.9% | -15.9% | -16.8% |
| 3M | -0.4% | -2.7% | +2.2% | -0.6% |
| 6M | -1.6% | -9.4% | +7.8% | -2.0% |
| YTD | -17.5% | +3.0% | -20.6% | -17.4% |
| 1Y | -14.8% | +5.1% | -20.0% | -14.8% |
| All | +45.2% | +20.6% | +24.6% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling