-10.8%
TTWO vs EXR
+1.1%
-11.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.2% |
| 7D | -8.8% | -2.6% | -6.2% | -9.0% |
| 30D | -8.6% | -7.2% | -1.4% | -9.2% |
| 3M | -0.9% | -3.5% | +2.6% | -1.2% |
| 6M | -0.5% | -5.3% | +4.8% | -1.8% |
| YTD | -16.1% | +9.4% | -25.5% | -15.9% |
| 1Y | -10.8% | +1.3% | -12.1% | -9.8% |
| All | -10.8% | +1.1% | -11.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling