-12.6%
TTWO vs M
+34.0%
-46.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.4% |
| 7D | +0.4% | -4.2% | +4.6% | +0.3% |
| 30D | -11.3% | -7.2% | -4.1% | -11.4% |
| 3M | +1.6% | -11.1% | +12.7% | +1.2% |
| 6M | +2.1% | +28.8% | -26.7% | +3.5% |
| YTD | -15.8% | +2.0% | -17.9% | -14.8% |
| 1Y | -12.6% | +31.3% | -43.9% | -16.3% |
| All | -12.6% | +34.0% | -46.6% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling