+5,439.7%
TTWO vs HIG
+633.9%
+4,805.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.3% | -2.3% | +3.6% | +1.7% |
| 30D | -13.4% | -1.2% | -12.2% | -13.2% |
| 3M | +3.1% | +6.3% | -3.2% | +1.8% |
| 6M | +3.8% | +0.6% | +3.2% | +3.4% |
| YTD | -15.3% | +0.6% | -15.9% | -15.7% |
| 1Y | -11.1% | +6.1% | -17.2% | -12.5% |
| 3Y | +52.0% | +102.0% | -50.0% | +32.0% |
| 5Y | +40.9% | +119.2% | -78.3% | +20.0% |
| 10Y | +407.6% | +312.5% | +95.2% | +266.0% |
| All | +5,439.7% | +633.9% | +4,805.9% | +2,634.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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