+5,717.0%
TTWO vs EXC
+1,855.7%
+3,861.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | -5.8% | +2.4% | -8.2% | -6.5% |
| 6M | +0.4% | +6.5% | -6.1% | -1.5% |
| YTD | -11.0% | +9.0% | -20.1% | -13.6% |
| 1Y | -4.1% | +4.6% | -8.7% | -5.9% |
| 3Y | +51.8% | +33.5% | +18.3% | +38.2% |
| 5Y | +21.3% | +41.4% | -20.1% | +7.8% |
| 10Y | +375.1% | +204.3% | +170.8% | +236.7% |
| All | +5,717.0% | +1,855.7% | +3,861.3% | +4,862.5% |
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 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