+49.2%
TTWO vs IRM
+98.2%
-48.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.1% |
| 7D | +1.3% | -1.8% | +3.1% | +1.6% |
| 30D | -13.4% | -7.8% | -5.6% | -12.3% |
| 3M | +3.1% | -7.9% | +10.9% | +4.2% |
| 6M | +3.8% | +6.3% | -2.6% | +2.0% |
| YTD | -15.3% | +38.2% | -53.4% | -21.2% |
| 1Y | -11.1% | +19.8% | -30.9% | -15.1% |
| All | +49.2% | +98.2% | -48.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling