-17.2%
TTWO vs IRE
-97.6%
+80.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -23.2% | +30.4% | +7.6% |
| 7D | +7.0% | -46.8% | +53.8% | +8.2% |
| 30D | +2.7% | -75.5% | +78.2% | +5.5% |
| 3M | -13.0% | -79.4% | +66.4% | -10.7% |
| 6M | -7.2% | -91.3% | +84.0% | -4.4% |
| YTD | -18.4% | -90.8% | +72.4% | -17.9% |
| 1Y | -17.2% | -97.7% | +80.5% | -12.3% |
| All | -17.2% | -97.6% | +80.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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