-11.1%
TTWO vs IRE
-97.5%
+86.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.1% | -9.2% | +2.8% |
| 7D | +10.7% | -15.1% | +25.9% | +10.7% |
| 30D | +10.8% | -71.4% | +82.1% | +13.0% |
| 3M | -7.7% | -81.2% | +73.5% | -5.4% |
| 6M | +4.4% | -93.7% | +98.2% | +9.0% |
| YTD | -9.7% | -92.2% | +82.6% | -9.0% |
| 1Y | -3.9% | -97.3% | +93.4% | -0.2% |
| All | -11.1% | -97.5% | +86.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling