-10.8%
TTWO vs NTRS
+47.2%
-58.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -8.8% | +0.4% | -9.2% | -8.9% |
| 30D | -8.6% | +1.7% | -10.3% | -9.0% |
| 3M | -0.9% | +8.9% | -9.8% | -3.1% |
| 6M | -0.5% | +30.6% | -31.1% | -8.1% |
| YTD | -16.1% | +38.7% | -54.8% | -24.1% |
| 1Y | -10.8% | +48.1% | -58.9% | -21.3% |
| All | -10.8% | +47.2% | -58.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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