+51.8%
TTWO vs EXR
+53.5%
-1.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | +13.2% | +18.2% | -5.0% | +10.9% |
| 3M | -5.8% | +7.3% | -13.2% | -6.8% |
| 6M | +0.4% | +13.8% | -13.5% | -1.4% |
| YTD | -11.0% | +25.9% | -36.9% | -14.2% |
| 1Y | -4.1% | +25.8% | -29.9% | -7.6% |
| 3Y | +51.8% | +53.7% | -1.9% | +35.7% |
| All | +51.8% | +53.5% | -1.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling