+40.9%
TTWO vs JD
-61.2%
+102.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.4% | -4.2% | +4.6% | +0.9% |
| 30D | -11.3% | -14.4% | +3.1% | -9.8% |
| 3M | +1.6% | -3.6% | +5.2% | +1.9% |
| 6M | +2.1% | -0.3% | +2.4% | +1.9% |
| YTD | -15.8% | -2.4% | -13.5% | -15.9% |
| 1Y | -12.6% | -18.5% | +5.9% | -11.0% |
| 3Y | +48.2% | -7.0% | +55.2% | +45.3% |
| All | +40.9% | -61.2% | +102.1% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling