+40.9%
TTWO vs ITW
+36.9%
+4.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | -11.3% | -8.3% | -3.0% | -8.7% |
| 3M | +1.6% | +6.0% | -4.4% | -0.6% |
| 6M | +2.1% | 0.0% | +2.1% | +1.6% |
| YTD | -15.8% | +10.2% | -26.1% | -20.0% |
| 1Y | -12.6% | +3.2% | -15.8% | -14.7% |
| 3Y | +48.2% | +21.0% | +27.2% | +31.8% |
| All | +40.9% | +36.9% | +4.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling