-17.2%
TTWO vs O
+8.1%
-25.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.1% | +7.5% |
| 7D | +7.0% | +5.8% | +1.1% | +7.9% |
| 30D | +2.7% | +10.7% | -8.0% | +4.7% |
| 3M | -13.0% | -4.5% | -8.5% | -14.8% |
| 6M | -7.2% | -4.1% | -3.1% | -9.1% |
| YTD | -18.4% | +9.8% | -28.2% | -15.1% |
| 1Y | -17.2% | +11.3% | -28.6% | -13.8% |
| All | -17.2% | +8.1% | -25.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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