+1,923.2%
TTWO vs LYB
+624.6%
+1,298.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -11.3% | +2.5% | -13.8% | -11.9% |
| 3M | +1.6% | +1.4% | +0.2% | +0.8% |
| 6M | +2.1% | -3.5% | +5.6% | +1.4% |
| YTD | -15.8% | +52.0% | -67.8% | -25.2% |
| 1Y | -12.6% | +22.1% | -34.7% | -18.7% |
| 3Y | +48.2% | -22.8% | +71.0% | +51.0% |
| 5Y | +40.0% | -3.4% | +43.3% | +33.1% |
| 10Y | +404.1% | +47.4% | +356.8% | +283.8% |
| All | +1,923.2% | +624.6% | +1,298.6% | +565.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling