+385.5%
TTWO vs HWM
+1,323.5%
-938.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.7% | +10.0% | +0.9% |
| 7D | -1.6% | -9.2% | +7.6% | -0.3% |
| 30D | -13.5% | -17.9% | +4.4% | -11.1% |
| 3M | +0.3% | -6.0% | +6.4% | +1.0% |
| 6M | +0.8% | -7.4% | +8.2% | +1.4% |
| YTD | -16.7% | +13.1% | -29.8% | -18.9% |
| 1Y | -14.3% | +29.3% | -43.6% | -18.3% |
| 3Y | +49.4% | +389.9% | -340.5% | +16.1% |
| 5Y | +33.8% | +655.5% | -621.8% | -1.8% |
| All | +385.5% | +1,323.5% | -938.0% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling