+49.2%
TTWO vs HWM
+379.8%
-330.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.1% |
| 7D | +1.3% | -12.5% | +13.8% | +3.3% |
| 30D | -13.4% | -19.0% | +5.6% | -10.7% |
| 3M | +3.1% | -8.6% | +11.7% | +4.2% |
| 6M | +3.8% | -10.2% | +13.9% | +4.8% |
| YTD | -15.3% | +11.3% | -26.6% | -18.1% |
| 1Y | -11.1% | +24.3% | -35.4% | -16.1% |
| All | +49.2% | +379.8% | -330.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling