+5,291.1%
TTWO vs O
+2,762.9%
+2,528.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -2.3% | -2.3% | -0.1% | -1.6% |
| 30D | -16.7% | -2.4% | -14.3% | -16.1% |
| 3M | -0.4% | -0.6% | +0.2% | -0.4% |
| 6M | -1.6% | -5.0% | +3.4% | -0.3% |
| YTD | -17.5% | +10.4% | -27.9% | -20.7% |
| 1Y | -14.8% | +6.6% | -21.4% | -17.2% |
| 3Y | +47.9% | +28.4% | +19.5% | +33.5% |
| 5Y | +34.5% | +15.3% | +19.2% | +25.0% |
| 10Y | +394.0% | +55.3% | +338.7% | +280.9% |
| All | +5,291.1% | +2,762.9% | +2,528.3% | +1,420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling