+59.9%
TTWO vs IP
+13.9%
+46.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +13.0% | -5.1% | +18.0% | +13.3% |
| 30D | +5.3% | +8.5% | -3.2% | +4.8% |
| 3M | -7.6% | -13.8% | +6.3% | -7.0% |
| 6M | -3.2% | +5.7% | -9.0% | -3.3% |
| YTD | -16.1% | -9.1% | -7.0% | -15.9% |
| 1Y | -14.9% | -0.8% | -14.1% | -15.4% |
| 3Y | +59.9% | +14.8% | +45.1% | +62.6% |
| All | +59.9% | +13.9% | +46.0% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling