+7.8%
TTWO vs EXE
+182.2%
-174.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +0.4% | -3.1% | +3.5% | +0.9% |
| 30D | -11.3% | -0.9% | -10.4% | -11.2% |
| 3M | +1.6% | +9.6% | -8.0% | 0.0% |
| 6M | +2.1% | -11.6% | +13.7% | +3.8% |
| YTD | -15.8% | -12.6% | -3.3% | -14.6% |
| 1Y | -12.6% | +1.2% | -13.8% | -13.8% |
| 3Y | +48.2% | +18.0% | +30.2% | +40.9% |
| 5Y | +40.0% | +101.1% | -61.1% | +25.3% |
| All | +7.8% | +182.2% | -174.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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