+49.2%
TTWO vs O
+26.9%
+22.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.8% |
| 7D | +1.3% | -3.5% | +4.8% | +1.7% |
| 30D | -13.4% | -3.3% | -10.1% | -13.1% |
| 3M | +3.1% | -2.8% | +5.9% | +3.3% |
| 6M | +3.8% | -5.8% | +9.5% | +4.3% |
| YTD | -15.3% | +9.4% | -24.7% | -17.1% |
| 1Y | -11.1% | +5.7% | -16.8% | -12.4% |
| All | +49.2% | +26.9% | +22.4% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling