+22.9%
TTWO vs EXPD
+60.8%
-37.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +15.2% | -7.4% | +22.6% | +16.8% |
| 30D | +5.2% | -2.1% | +7.3% | +5.5% |
| 3M | -11.4% | +5.7% | -17.1% | -12.7% |
| 6M | +1.9% | +21.4% | -19.5% | -3.0% |
| YTD | -12.3% | +27.6% | -39.9% | -18.0% |
| 1Y | -4.0% | +36.1% | -40.1% | -11.9% |
| 3Y | +51.9% | +69.9% | -18.0% | +27.8% |
| 5Y | +22.9% | +59.7% | -36.8% | +2.9% |
| All | +22.9% | +60.8% | -37.9% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling