-1.6%
TTWO vs IT
+1.1%
-2.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -2.3% | -9.1% | +6.8% | -1.8% |
| 30D | -16.7% | -12.2% | -4.6% | -16.1% |
| 3M | -0.4% | +7.8% | -8.2% | -0.2% |
| 6M | -1.6% | +2.0% | -3.6% | +0.8% |
| All | -1.6% | +1.1% | -2.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 6mo: compounded portfolio wealth divided by compounded IT 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…
6mo analysis · Full analysis span regression · 6 months rolling