+394.9%
TTWO vs NTRS
+259.9%
+134.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | -11.3% | -0.7% | -10.7% | -11.2% |
| 3M | +1.6% | +11.3% | -9.7% | -1.0% |
| 6M | +2.1% | +35.5% | -33.5% | -5.4% |
| YTD | -15.8% | +40.6% | -56.4% | -22.8% |
| 1Y | -12.6% | +49.2% | -61.8% | -21.0% |
| 3Y | +48.2% | +167.2% | -119.0% | +14.9% |
| 5Y | +40.0% | +94.9% | -55.0% | +14.6% |
| All | +394.9% | +259.9% | +134.9% | +244.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling