+5,381.8%
TTWO vs EXPD
+8,361.2%
-2,979.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -8.8% | -1.1% | -7.7% | -8.5% |
| 30D | -8.6% | +4.1% | -12.7% | -9.8% |
| 3M | -0.9% | +17.9% | -18.8% | -6.3% |
| 6M | -0.5% | +29.2% | -29.7% | -9.1% |
| YTD | -16.1% | +27.4% | -43.5% | -23.4% |
| 1Y | -10.8% | +56.8% | -67.6% | -24.1% |
| 3Y | +51.4% | +68.0% | -16.7% | +24.1% |
| 5Y | +33.7% | +61.9% | -28.2% | +8.9% |
| 10Y | +380.3% | +316.0% | +64.3% | +183.5% |
| All | +5,381.8% | +8,361.2% | -2,979.4% | +1,647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling