+394.9%
TTWO vs EXR
+151.8%
+243.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +0.4% | -1.2% | +1.5% | +0.6% |
| 30D | -11.3% | -6.2% | -5.1% | -10.1% |
| 3M | +1.6% | -7.4% | +9.0% | +3.2% |
| 6M | +2.1% | -0.5% | +2.6% | +1.9% |
| YTD | -15.8% | +8.1% | -23.9% | -17.9% |
| 1Y | -12.6% | -2.9% | -9.7% | -12.7% |
| 3Y | +48.2% | +22.9% | +25.3% | +37.2% |
| 5Y | +40.0% | -10.2% | +50.1% | +37.9% |
| All | +394.9% | +151.8% | +243.1% | +315.2% |
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