-17.2%
TTWO vs NTAP
+66.6%
-83.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.8% | +7.2% |
| 7D | +7.0% | -16.1% | +23.1% | +7.9% |
| 30D | +2.7% | -15.9% | +18.6% | +3.5% |
| 3M | -13.0% | -1.2% | -11.8% | -13.3% |
| 6M | -7.2% | +70.1% | -77.3% | -12.9% |
| YTD | -18.4% | +77.9% | -96.3% | -23.8% |
| 1Y | -17.2% | +68.1% | -85.4% | -22.1% |
| All | -17.2% | +66.6% | -83.8% | -22.1% |
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