+5,439.7%
TTWO vs NOC
+2,687.9%
+2,751.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +1.3% | -1.8% | +3.1% | +1.8% |
| 30D | -13.4% | -9.4% | -3.9% | -11.2% |
| 3M | +3.1% | -3.8% | +6.9% | +3.9% |
| 6M | +3.8% | -28.8% | +32.5% | +12.6% |
| YTD | -15.3% | -7.9% | -7.4% | -14.4% |
| 1Y | -11.1% | -9.0% | -2.0% | -10.0% |
| 3Y | +52.0% | +29.1% | +22.9% | +37.0% |
| 5Y | +40.9% | +58.9% | -18.0% | +17.0% |
| 10Y | +407.6% | +191.2% | +216.4% | +239.7% |
| All | +5,439.7% | +2,687.9% | +2,751.9% | +3,153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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