+51.8%
TTWO vs HWM
+348.7%
-296.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +6.0% | +7.3% | -1.3% | +5.1% |
| 30D | +13.2% | +1.6% | +11.6% | +12.8% |
| 3M | -5.8% | -21.9% | +16.0% | -2.8% |
| 6M | +0.4% | -19.0% | +19.4% | +2.9% |
| YTD | -11.0% | +7.9% | -19.0% | -13.7% |
| 1Y | -4.1% | +9.9% | -14.0% | -7.4% |
| 3Y | +51.8% | +342.1% | -290.3% | +15.5% |
| All | +51.8% | +348.7% | -296.9% | +15.5% |
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