+51.8%
TTWO vs JD
+17.9%
+33.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +6.0% | -4.1% | +10.1% | +6.5% |
| 30D | +13.2% | +4.6% | +8.6% | +12.7% |
| 3M | -5.8% | -4.7% | -1.1% | -5.5% |
| 6M | +0.4% | -17.4% | +17.7% | +1.9% |
| YTD | -11.0% | +0.7% | -11.7% | -11.2% |
| 1Y | -4.1% | -5.9% | +1.8% | -3.9% |
| 3Y | +51.8% | +18.9% | +32.9% | +49.6% |
| All | +51.8% | +17.9% | +33.9% | +49.6% |
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