+932.2%
TTWO vs EXR
+2,662.2%
-1,730.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -8.8% | -2.6% | -6.2% | -8.0% |
| 30D | -8.6% | -7.2% | -1.4% | -6.3% |
| 3M | -0.9% | -3.5% | +2.6% | +0.1% |
| 6M | -0.5% | -5.3% | +4.8% | +0.8% |
| YTD | -16.1% | +9.4% | -25.5% | -19.5% |
| 1Y | -10.8% | +1.3% | -12.1% | -12.4% |
| 3Y | +51.4% | +22.4% | +29.0% | +35.4% |
| 5Y | +33.7% | -12.2% | +45.9% | +31.6% |
| 10Y | +380.3% | +148.6% | +231.7% | +202.8% |
| All | +932.2% | +2,662.2% | -1,730.0% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling