+40.9%
TTWO vs EXR
-11.2%
+52.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +1.3% | -3.2% | +4.5% | +2.1% |
| 30D | -13.4% | -6.9% | -6.5% | -11.9% |
| 3M | +3.1% | -7.8% | +10.9% | +4.9% |
| 6M | +3.8% | -4.9% | +8.6% | +4.6% |
| YTD | -15.3% | +7.2% | -22.4% | -17.5% |
| 1Y | -11.1% | -1.5% | -9.6% | -11.6% |
| 3Y | +52.0% | +22.3% | +29.7% | +37.0% |
| 5Y | +40.9% | -10.9% | +51.9% | +45.0% |
| All | +40.9% | -11.2% | +52.1% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling