+40.9%
TTWO vs O
+15.7%
+25.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | -2.9% | +3.2% | +1.0% |
| 30D | -11.3% | -4.5% | -6.8% | -10.4% |
| 3M | +1.6% | -2.6% | +4.2% | +2.1% |
| 6M | +2.1% | -5.6% | +7.7% | +3.2% |
| YTD | -15.8% | +9.3% | -25.1% | -18.6% |
| 1Y | -12.6% | +4.3% | -16.9% | -14.3% |
| 3Y | +48.2% | +27.4% | +20.8% | +33.5% |
| All | +40.9% | +15.7% | +25.2% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling