+394.9%
TTWO vs EXPE
+169.0%
+225.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +0.4% | -5.8% | +6.1% | +1.3% |
| 30D | -11.3% | -13.6% | +2.3% | -9.3% |
| 3M | +1.6% | +25.2% | -23.6% | -2.4% |
| 6M | +2.1% | +22.3% | -20.3% | -1.8% |
| YTD | -15.8% | -0.3% | -15.5% | -16.8% |
| 1Y | -12.6% | +27.8% | -40.4% | -17.7% |
| 3Y | +48.2% | +162.4% | -114.2% | +22.2% |
| 5Y | +40.0% | +95.8% | -55.9% | +16.6% |
| All | +394.9% | +169.0% | +225.9% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling