+48.2%
TTWO vs JBL
+195.4%
-147.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.1% |
| 7D | +0.4% | +2.4% | -2.1% | +0.1% |
| 30D | -11.3% | -13.1% | +1.8% | -10.4% |
| 3M | +1.6% | -15.6% | +17.2% | +2.9% |
| 6M | +2.1% | +24.6% | -22.5% | -2.2% |
| YTD | -15.8% | +39.6% | -55.4% | -20.7% |
| 1Y | -12.6% | +48.6% | -61.2% | -18.6% |
| 3Y | +48.2% | +197.3% | -149.0% | +21.6% |
| All | +48.2% | +195.4% | -147.2% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling