+45.2%
TTWO vs JD
-8.1%
+53.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.8% |
| 7D | -2.3% | -3.0% | +0.7% | -2.1% |
| 30D | -16.7% | -19.3% | +2.6% | -15.2% |
| 3M | -0.4% | -6.0% | +5.6% | +0.1% |
| 6M | -1.6% | +1.8% | -3.4% | -1.9% |
| YTD | -17.5% | -2.6% | -15.0% | -17.5% |
| 1Y | -14.8% | -17.4% | +2.6% | -13.8% |
| All | +45.2% | -8.1% | +53.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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