+49.2%
TTWO vs GTLB
-10.3%
+59.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.4% |
| 7D | +1.3% | -4.1% | +5.4% | +1.9% |
| 30D | -13.4% | +12.3% | -25.7% | -15.2% |
| 3M | +3.1% | +65.9% | -62.8% | -5.2% |
| 6M | +3.8% | +104.0% | -100.2% | -8.3% |
| YTD | -15.3% | +26.0% | -41.3% | -20.0% |
| 1Y | -11.1% | -3.5% | -7.6% | -13.4% |
| All | +49.2% | -10.3% | +59.6% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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