+34.9%
TTWO vs IP
-17.2%
+52.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -8.8% | -5.3% | -3.5% | -8.1% |
| 30D | -8.6% | -10.9% | +2.2% | -7.2% |
| 3M | -0.9% | +11.2% | -12.1% | -2.5% |
| 6M | -0.5% | -10.2% | +9.7% | +0.7% |
| YTD | -16.1% | -2.0% | -14.2% | -16.7% |
| 1Y | -10.8% | -19.1% | +8.3% | -8.4% |
| 3Y | +51.4% | +20.9% | +30.5% | +36.1% |
| All | +34.9% | -17.2% | +52.1% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling