+854.9%
TTWO vs ITOT
+887.7%
-32.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.5% |
| 7D | +0.4% | -0.9% | +1.3% | +1.2% |
| 30D | -11.3% | -1.5% | -9.9% | -10.1% |
| 3M | +1.6% | +3.6% | -2.0% | -2.0% |
| 6M | +2.1% | +13.7% | -11.6% | -10.4% |
| YTD | -15.8% | +12.9% | -28.8% | -25.6% |
| 1Y | -12.6% | +17.2% | -29.8% | -25.5% |
| 3Y | +48.2% | +75.6% | -27.4% | -16.8% |
| 5Y | +40.0% | +75.5% | -35.5% | -21.9% |
| 10Y | +404.1% | +302.0% | +102.2% | +13.8% |
| All | +854.9% | +887.7% | -32.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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