+394.9%
TTWO vs INFY
+80.1%
+314.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +0.4% | -5.4% | +5.7% | +1.9% |
| 30D | -11.3% | -9.9% | -1.5% | -8.8% |
| 3M | +1.6% | -4.6% | +6.2% | +2.1% |
| 6M | +2.1% | -18.5% | +20.5% | +7.2% |
| YTD | -15.8% | -36.5% | +20.7% | -5.0% |
| 1Y | -12.6% | -32.8% | +20.1% | -3.7% |
| 3Y | +48.2% | -32.2% | +80.4% | +59.6% |
| 5Y | +40.0% | -44.7% | +84.6% | +57.9% |
| All | +394.9% | +80.1% | +314.8% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 10y: compounded portfolio wealth divided by compounded INFY 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…
10y analysis · Full analysis span regression · 6 months rolling