+33.8%
TTWO vs EXPD
+60.9%
-27.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | -1.6% | -0.9% | -0.6% | -1.4% |
| 30D | -13.5% | +4.1% | -17.5% | -14.2% |
| 3M | +0.3% | +13.8% | -13.4% | -2.7% |
| 6M | +0.8% | +27.3% | -26.4% | -5.1% |
| YTD | -16.7% | +25.4% | -42.1% | -21.6% |
| 1Y | -14.3% | +54.4% | -68.6% | -24.1% |
| 3Y | +49.4% | +67.9% | -18.5% | +26.7% |
| 5Y | +33.8% | +59.2% | -25.4% | +14.1% |
| All | +33.8% | +60.9% | -27.1% | +14.1% |
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