-10.8%
TTWO vs IR
-1.2%
-9.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -8.8% | -2.8% | -6.0% | -8.8% |
| 30D | -8.6% | -15.1% | +6.5% | -8.6% |
| 3M | -0.9% | +6.1% | -7.0% | -0.8% |
| 6M | -0.5% | -16.8% | +16.3% | -0.7% |
| YTD | -16.1% | -3.5% | -12.6% | -16.6% |
| 1Y | -10.8% | -3.5% | -7.3% | -11.4% |
| All | -10.8% | -1.2% | -9.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling