+26.2%
TTWO vs LTH
+150.5%
-124.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | -4.0% | +4.4% | +1.2% |
| 30D | -11.3% | -5.3% | -6.0% | -10.4% |
| 3M | +1.6% | +19.0% | -17.4% | -1.9% |
| 6M | +2.1% | +55.8% | -53.7% | -7.1% |
| YTD | -15.8% | +56.1% | -72.0% | -23.5% |
| 1Y | -12.6% | +41.3% | -53.9% | -19.2% |
| 3Y | +48.2% | +156.6% | -108.4% | +17.7% |
| All | +26.2% | +150.5% | -124.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling