+45.2%
TTWO vs LTH
+155.4%
-110.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -2.3% | -4.0% | +1.7% | -1.7% |
| 30D | -16.7% | -1.7% | -15.1% | -16.5% |
| 3M | -0.4% | +28.0% | -28.4% | -4.3% |
| 6M | -1.6% | +54.1% | -55.7% | -8.8% |
| YTD | -17.5% | +57.1% | -74.6% | -23.8% |
| 1Y | -14.8% | +45.8% | -60.6% | -20.4% |
| All | +45.2% | +155.4% | -110.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling