+40.9%
TTWO vs INDA
+5.7%
+35.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | +0.4% | -2.7% | +3.0% | +1.6% |
| 30D | -11.3% | -2.8% | -8.6% | -10.2% |
| 3M | +1.6% | +1.6% | 0.0% | +0.8% |
| 6M | +2.1% | -1.4% | +3.5% | +2.4% |
| YTD | -15.8% | -10.1% | -5.7% | -11.9% |
| 1Y | -12.6% | -8.8% | -3.8% | -9.3% |
| 3Y | +48.2% | +7.6% | +40.6% | +39.1% |
| All | +40.9% | +5.7% | +35.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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