+48.2%
TTWO vs JCI
+165.4%
-117.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +0.4% | +0.7% | -0.4% | +0.2% |
| 30D | -11.3% | -4.4% | -6.9% | -10.8% |
| 3M | +1.6% | +1.7% | -0.1% | +1.0% |
| 6M | +2.1% | +8.8% | -6.7% | -0.3% |
| YTD | -15.8% | +22.6% | -38.5% | -20.4% |
| 1Y | -12.6% | +36.2% | -48.8% | -19.8% |
| 3Y | +48.2% | +168.0% | -119.8% | +17.2% |
| All | +48.2% | +165.4% | -117.2% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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