+5,439.7%
TTWO vs NI
+1,666.0%
+3,773.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +1.3% | -0.6% | +1.9% | +1.5% |
| 30D | -13.4% | -1.4% | -12.0% | -13.0% |
| 3M | +3.1% | -10.6% | +13.7% | +6.5% |
| 6M | +3.8% | -9.9% | +13.7% | +6.7% |
| YTD | -15.3% | +1.2% | -16.4% | -16.2% |
| 1Y | -11.1% | +4.4% | -15.5% | -13.1% |
| 3Y | +52.0% | +68.6% | -16.6% | +25.6% |
| 5Y | +40.9% | +98.0% | -57.1% | +9.1% |
| 10Y | +407.6% | +143.6% | +264.0% | +247.4% |
| All | +5,439.7% | +1,666.0% | +3,773.8% | +2,285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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