+390.0%
TTWO vs EXR
+216.3%
+173.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | +13.2% | +18.2% | -5.0% | +9.1% |
| 3M | -5.8% | +7.3% | -13.2% | -7.3% |
| 6M | +0.4% | +13.8% | -13.5% | -2.7% |
| YTD | -11.0% | +25.9% | -36.9% | -16.1% |
| 1Y | -4.1% | +25.8% | -29.9% | -9.6% |
| 3Y | +51.8% | +53.7% | -1.9% | +33.5% |
| 5Y | +21.3% | -1.8% | +23.0% | +17.0% |
| All | +390.0% | +216.3% | +173.7% | +299.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling