+48.2%
TTWO vs NWSA
+43.3%
+4.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +0.4% | -2.8% | +3.2% | +1.2% |
| 30D | -11.3% | +3.0% | -14.4% | -12.2% |
| 3M | +1.6% | +12.3% | -10.7% | -2.7% |
| 6M | +2.1% | +21.9% | -19.8% | -5.4% |
| YTD | -15.8% | +13.6% | -29.4% | -20.2% |
| 1Y | -12.6% | +0.5% | -13.1% | -13.0% |
| 3Y | +48.2% | +43.8% | +4.5% | +28.7% |
| All | +48.2% | +43.3% | +4.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling