+5,717.0%
TTWO vs M
+195.6%
+5,521.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +6.0% | +7.0% | -1.0% | +4.7% |
| 30D | +13.2% | +8.9% | +4.3% | +11.4% |
| 3M | -5.8% | +4.5% | -10.3% | -6.9% |
| 6M | +0.4% | +36.2% | -35.8% | -5.6% |
| YTD | -11.0% | +15.1% | -26.1% | -14.5% |
| 1Y | -4.1% | +27.4% | -31.5% | -9.6% |
| 3Y | +51.8% | +160.1% | -108.4% | +19.9% |
| 5Y | +21.3% | -1.6% | +22.9% | +8.8% |
| 10Y | +375.1% | -7.7% | +382.8% | +271.8% |
| All | +5,717.0% | +195.6% | +5,521.4% | +2,309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling