+5,381.8%
TTWO vs EXC
+1,745.3%
+3,636.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | -8.8% | +0.3% | -9.1% | -8.9% |
| 30D | -8.6% | -3.7% | -4.9% | -7.8% |
| 3M | -0.9% | -1.3% | +0.4% | -0.8% |
| 6M | -0.5% | -9.7% | +9.2% | +1.7% |
| YTD | -16.1% | +2.9% | -19.0% | -17.3% |
| 1Y | -10.8% | +4.4% | -15.2% | -12.5% |
| 3Y | +51.4% | +22.2% | +29.2% | +40.9% |
| 5Y | +33.7% | +46.7% | -13.0% | +17.7% |
| 10Y | +380.3% | +155.3% | +224.9% | +255.4% |
| All | +5,381.8% | +1,745.3% | +3,636.4% | +4,647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling