+5,291.1%
TTWO vs NTAP
+10,669.9%
-5,378.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -2.3% | +2.2% | -4.5% | -2.8% |
| 30D | -16.7% | -7.0% | -9.7% | -15.5% |
| 3M | -0.4% | +12.3% | -12.7% | -3.3% |
| 6M | -1.6% | +85.1% | -86.7% | -15.2% |
| YTD | -17.5% | +74.8% | -92.3% | -28.2% |
| 1Y | -14.8% | +52.7% | -67.5% | -23.8% |
| 3Y | +47.9% | +147.7% | -99.8% | +16.7% |
| 5Y | +34.5% | +124.8% | -90.3% | +7.5% |
| 10Y | +394.0% | +589.7% | -195.7% | +195.3% |
| All | +5,291.1% | +10,669.9% | -5,378.8% | +1,718.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling