-10.8%
TTWO vs NTAP
+61.4%
-72.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | -8.8% | -0.8% | -8.0% | -8.7% |
| 30D | -8.6% | -0.5% | -8.1% | -8.5% |
| 3M | -0.9% | +4.1% | -5.0% | -1.3% |
| 6M | -0.5% | +88.0% | -88.5% | -8.9% |
| YTD | -16.1% | +75.6% | -91.7% | -21.9% |
| 1Y | -10.8% | +58.9% | -69.7% | -15.1% |
| All | -10.8% | +61.4% | -72.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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