-17.2%
TTWO vs LEN
-21.9%
+4.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.1% | 0.0% | +6.9% |
| 7D | +7.0% | +10.5% | -3.5% | +6.7% |
| 30D | +2.7% | +24.6% | -22.0% | +2.5% |
| 3M | -13.0% | +6.6% | -19.7% | -13.5% |
| 6M | -7.2% | +10.6% | -17.9% | -7.4% |
| YTD | -18.4% | -8.3% | -10.1% | -20.1% |
| 1Y | -17.2% | -22.5% | +5.3% | -19.1% |
| All | -17.2% | -21.9% | +4.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling