-17.2%
TTWO vs IR
+11.7%
-29.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.6% | +7.1% |
| 7D | +7.0% | +11.6% | -4.6% | +7.0% |
| 30D | +2.7% | +7.2% | -4.5% | +2.7% |
| 3M | -13.0% | -5.9% | -7.2% | -13.1% |
| 6M | -7.2% | +11.5% | -18.7% | -7.2% |
| YTD | -18.4% | +6.3% | -24.7% | -18.6% |
| 1Y | -17.2% | +9.1% | -26.3% | -17.8% |
| All | -17.2% | +11.7% | -29.0% | -17.8% |
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