+392.8%
TTWO vs IP
+20.7%
+372.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.3% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -13.5% | -11.2% | -2.2% | -11.7% |
| 3M | +0.3% | +12.3% | -12.0% | -2.1% |
| 6M | +0.8% | -5.2% | +6.1% | +1.0% |
| YTD | -16.7% | -4.0% | -12.7% | -17.3% |
| 1Y | -14.3% | -19.2% | +5.0% | -12.2% |
| 3Y | +49.4% | +20.3% | +29.1% | +35.9% |
| 5Y | +33.8% | -17.5% | +51.2% | +31.0% |
| 10Y | +392.8% | +21.2% | +371.7% | +338.8% |
| All | +392.8% | +20.7% | +372.1% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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