+30.2%
TTWO vs JAAA
+29.4%
+0.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -11.3% | +0.5% | -11.9% | -12.0% |
| 3M | +1.6% | +1.3% | +0.3% | -0.1% |
| 6M | +2.1% | +2.8% | -0.7% | -1.6% |
| YTD | -15.8% | +3.3% | -19.1% | -19.4% |
| 1Y | -12.6% | +4.9% | -17.5% | -18.0% |
| 3Y | +48.2% | +19.0% | +29.2% | +25.0% |
| 5Y | +40.0% | +26.9% | +13.1% | +9.6% |
| All | +30.2% | +29.4% | +0.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling