+1,038.3%
TTWO vs JD
+48.3%
+990.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | -8.8% | -1.7% | -7.1% | -8.5% |
| 30D | -8.6% | -13.2% | +4.5% | -6.1% |
| 3M | -0.9% | -3.2% | +2.3% | -0.4% |
| 6M | -0.5% | +15.2% | -15.7% | -3.7% |
| YTD | -16.1% | +2.0% | -18.1% | -16.9% |
| 1Y | -10.8% | -5.4% | -5.4% | -10.6% |
| 3Y | +51.4% | -9.1% | +60.5% | +45.6% |
| 5Y | +33.7% | -59.6% | +93.3% | +43.1% |
| 10Y | +380.3% | +26.2% | +354.1% | +250.0% |
| All | +1,038.3% | +48.3% | +990.0% | +709.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling