+48.2%
TTWO vs IJR
+52.1%
-3.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.4% | -2.2% | +2.5% | +1.2% |
| 30D | -11.3% | -4.6% | -6.7% | -9.8% |
| 3M | +1.6% | +0.2% | +1.4% | +1.5% |
| 6M | +2.1% | +14.7% | -12.6% | -3.5% |
| YTD | -15.8% | +18.9% | -34.7% | -21.5% |
| 1Y | -12.6% | +19.9% | -32.5% | -18.9% |
| 3Y | +48.2% | +53.0% | -4.8% | +24.3% |
| All | +48.2% | +52.1% | -3.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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