+5,291.1%
TTWO vs IT
+606.1%
+4,685.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.3% | -9.1% | +6.8% | -0.3% |
| 30D | -16.7% | -12.2% | -4.6% | -14.5% |
| 3M | -0.4% | +7.8% | -8.2% | -3.9% |
| 6M | -1.6% | +2.0% | -3.6% | -4.3% |
| YTD | -17.5% | -32.7% | +15.2% | -12.1% |
| 1Y | -14.8% | -31.1% | +16.3% | -10.2% |
| 3Y | +47.9% | -52.1% | +100.0% | +65.9% |
| 5Y | +34.5% | -46.3% | +80.7% | +45.3% |
| 10Y | +394.0% | +91.4% | +302.7% | +279.9% |
| All | +5,291.1% | +606.1% | +4,685.0% | +2,300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling