-17.2%
TTWO vs HWM
+5.4%
-22.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.3% | +11.4% | +7.1% |
| 7D | +7.0% | +9.4% | -2.4% | +6.7% |
| 30D | +2.7% | -7.0% | +9.6% | +2.6% |
| 3M | -13.0% | -25.9% | +12.8% | -13.1% |
| 6M | -7.2% | -10.8% | +3.6% | -6.5% |
| YTD | -18.4% | +4.3% | -22.7% | -18.4% |
| 1Y | -17.2% | +4.4% | -21.6% | -17.4% |
| All | -17.2% | +5.4% | -22.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling