-12.6%
TTWO vs IR
-8.8%
-3.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | -4.5% | +4.9% | +0.4% |
| 30D | -11.3% | -13.9% | +2.6% | -11.2% |
| 3M | +1.6% | -0.3% | +1.9% | +1.7% |
| 6M | +2.1% | -14.3% | +16.4% | +1.7% |
| YTD | -15.8% | -7.9% | -8.0% | -16.3% |
| 1Y | -12.6% | -9.9% | -2.7% | -12.4% |
| All | -12.6% | -8.8% | -3.8% | -12.4% |
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