+5,291.1%
TTWO vs IRM
+6,618.9%
-1,327.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.3% | +3.0% | -5.3% | -3.1% |
| 30D | -16.7% | -5.2% | -11.5% | -15.6% |
| 3M | -0.4% | -8.0% | +7.6% | +1.5% |
| 6M | -1.6% | +9.2% | -10.8% | -4.7% |
| YTD | -17.5% | +41.0% | -58.5% | -25.9% |
| 1Y | -14.8% | +23.3% | -38.1% | -21.0% |
| 3Y | +47.9% | +102.8% | -55.0% | +16.9% |
| 5Y | +34.5% | +192.8% | -158.3% | -5.5% |
| 10Y | +394.0% | +439.6% | -45.6% | +176.8% |
| All | +5,291.1% | +6,618.9% | -1,327.8% | +1,519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling