+5,291.1%
TTWO vs MTB
+1,481.6%
+3,809.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.3% | +1.1% | -3.4% | -2.6% |
| 30D | -16.7% | -4.6% | -12.1% | -15.6% |
| 3M | -0.4% | +6.3% | -6.7% | -2.3% |
| 6M | -1.6% | +15.6% | -17.2% | -6.0% |
| YTD | -17.5% | +20.6% | -38.1% | -22.3% |
| 1Y | -14.8% | +22.5% | -37.3% | -20.3% |
| 3Y | +47.9% | +114.4% | -66.5% | +14.3% |
| 5Y | +34.5% | +101.9% | -67.4% | +2.3% |
| 10Y | +394.0% | +170.4% | +223.6% | +196.8% |
| All | +5,291.1% | +1,481.6% | +3,809.6% | +1,016.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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