+217.0%
TTWO vs IR
+271.1%
-54.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | -4.5% | +4.9% | +1.4% |
| 30D | -11.3% | -13.9% | +2.6% | -8.3% |
| 3M | +1.6% | -0.3% | +1.9% | +1.4% |
| 6M | +2.1% | -14.3% | +16.4% | +4.9% |
| YTD | -15.8% | -7.9% | -8.0% | -15.4% |
| 1Y | -12.6% | -9.9% | -2.7% | -11.9% |
| 3Y | +48.2% | +6.5% | +41.7% | +40.4% |
| 5Y | +40.0% | +34.0% | +5.9% | +23.5% |
| All | +217.0% | +271.1% | -54.1% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling