-9.8%
TTWO vs LYB
+19.6%
-29.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.4% |
| 7D | +3.8% | -1.2% | +5.0% | +3.8% |
| 30D | -9.7% | -0.6% | -9.2% | -9.7% |
| 3M | +5.3% | -1.8% | +7.1% | +5.6% |
| 6M | +6.9% | -11.4% | +18.3% | +7.0% |
| YTD | -12.9% | +49.7% | -62.7% | -12.4% |
| All | -9.8% | +19.6% | -29.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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