+5,386.4%
TTWO vs IP
+153.6%
+5,232.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +13.0% | -5.1% | +18.0% | +14.6% |
| 30D | +5.3% | +8.5% | -3.2% | +2.6% |
| 3M | -7.6% | -13.8% | +6.3% | -3.7% |
| 6M | -3.2% | +5.7% | -9.0% | -6.1% |
| YTD | -16.1% | -9.1% | -7.0% | -16.3% |
| 1Y | -14.9% | -0.8% | -14.1% | -17.7% |
| 3Y | +59.9% | +14.8% | +45.1% | +40.8% |
| 5Y | +14.8% | -11.5% | +26.3% | +8.4% |
| 10Y | +344.9% | +27.9% | +316.9% | +244.0% |
| All | +5,386.4% | +153.6% | +5,232.8% | +3,332.1% |
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