+24.9%
TTWO vs LTH
+156.3%
-131.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -1.9% |
| 30D | -13.5% | -3.1% | -10.4% | -13.0% |
| 3M | +0.3% | +28.1% | -27.8% | -4.5% |
| 6M | +0.8% | +67.4% | -66.6% | -9.5% |
| YTD | -16.7% | +59.8% | -76.5% | -24.7% |
| 1Y | -14.3% | +45.6% | -59.9% | -21.2% |
| 3Y | +49.4% | +162.0% | -112.6% | +18.1% |
| All | +24.9% | +156.3% | -131.4% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling