+49.2%
TTWO vs IAU
+122.5%
-73.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.1% |
| 7D | +1.3% | -3.4% | +4.7% | +2.0% |
| 30D | -13.4% | -1.1% | -12.3% | -13.3% |
| 3M | +3.1% | +5.8% | -2.7% | +1.7% |
| 6M | +3.8% | -16.9% | +20.7% | +7.9% |
| YTD | -15.3% | +0.1% | -15.4% | -15.3% |
| 1Y | -11.1% | +18.4% | -29.5% | -15.0% |
| All | +49.2% | +122.5% | -73.2% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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