+40.9%
TTWO vs HWM
+624.6%
-583.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.2% |
| 7D | +1.3% | -12.5% | +13.8% | +4.3% |
| 30D | -13.4% | -19.0% | +5.6% | -9.2% |
| 3M | +3.1% | -8.6% | +11.7% | +4.7% |
| 6M | +3.8% | -10.2% | +13.9% | +5.3% |
| YTD | -15.3% | +11.3% | -26.6% | -19.3% |
| 1Y | -11.1% | +24.3% | -35.4% | -18.1% |
| 3Y | +52.0% | +382.3% | -330.3% | -12.3% |
| 5Y | +40.9% | +640.6% | -599.7% | -29.0% |
| All | +40.9% | +624.6% | -583.7% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling