+394.9%
TTWO vs M
-3.0%
+397.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -1.0% |
| 7D | +0.4% | -4.2% | +4.6% | +0.5% |
| 30D | -11.3% | -7.2% | -4.1% | -11.1% |
| 3M | +1.6% | -11.1% | +12.7% | +2.0% |
| 6M | +2.1% | +28.8% | -26.7% | +0.9% |
| YTD | -15.8% | +2.0% | -17.9% | -16.1% |
| 1Y | -12.6% | +31.3% | -43.9% | -13.9% |
| 3Y | +48.2% | +119.1% | -70.9% | +41.0% |
| 5Y | +40.0% | +29.7% | +10.3% | +36.3% |
| All | +394.9% | -3.0% | +397.9% | +446.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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