+50.9%
TTWO vs EXPD
+69.2%
-18.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -8.8% | -1.1% | -7.7% | -8.7% |
| 30D | -8.6% | +4.1% | -12.7% | -9.0% |
| 3M | -0.9% | +17.9% | -18.8% | -3.3% |
| 6M | -0.5% | +29.2% | -29.7% | -4.5% |
| YTD | -16.1% | +27.4% | -43.5% | -19.4% |
| 1Y | -10.8% | +56.8% | -67.6% | -18.1% |
| All | +50.9% | +69.2% | -18.2% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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