+5,381.8%
TTWO vs IP
+173.5%
+5,208.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.4% |
| 7D | -8.8% | -5.3% | -3.5% | -7.3% |
| 30D | -8.6% | -10.9% | +2.2% | -5.5% |
| 3M | -0.9% | +11.2% | -12.1% | -4.8% |
| 6M | -0.5% | -10.2% | +9.7% | +0.8% |
| YTD | -16.1% | -2.0% | -14.2% | -18.0% |
| 1Y | -10.8% | -19.1% | +8.3% | -8.3% |
| 3Y | +51.4% | +20.9% | +30.5% | +31.6% |
| 5Y | +33.7% | -17.8% | +51.5% | +29.6% |
| 10Y | +380.3% | +23.5% | +356.8% | +277.9% |
| All | +5,381.8% | +173.5% | +5,208.3% | +3,264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling