-17.2%
TTWO vs JBL
+20.8%
-38.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.8% | +12.0% | +6.7% |
| 7D | +7.0% | -11.1% | +18.1% | +6.1% |
| 30D | +2.7% | -14.1% | +16.8% | +1.7% |
| 3M | -13.0% | -23.9% | +10.9% | -14.2% |
| 6M | -7.2% | -24.1% | +16.9% | -9.0% |
| YTD | -18.4% | +13.5% | -31.9% | -23.0% |
| 1Y | -17.2% | +23.7% | -41.0% | -23.2% |
| All | -17.2% | +20.8% | -38.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling