+49.2%
TTWO vs EXE
+18.1%
+31.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.3% | -2.2% | +3.5% | +1.6% |
| 30D | -13.4% | -0.8% | -12.6% | -13.3% |
| 3M | +3.1% | +10.0% | -7.0% | +2.0% |
| 6M | +3.8% | -6.3% | +10.1% | +4.3% |
| YTD | -15.3% | -10.7% | -4.6% | -14.5% |
| 1Y | -11.1% | +2.7% | -13.8% | -12.7% |
| All | +49.2% | +18.1% | +31.1% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling