+394.9%
TTWO vs OMC
+34.2%
+360.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.4% | -4.4% | +4.7% | +1.3% |
| 30D | -11.3% | -7.6% | -3.7% | -9.9% |
| 3M | +1.6% | +4.5% | -2.9% | +0.3% |
| 6M | +2.1% | -0.3% | +2.3% | +1.7% |
| YTD | -15.8% | -0.1% | -15.7% | -16.5% |
| 1Y | -12.6% | +4.6% | -17.2% | -14.5% |
| 3Y | +48.2% | +10.5% | +37.7% | +41.7% |
| 5Y | +40.0% | +31.7% | +8.3% | +28.5% |
| All | +394.9% | +34.2% | +360.7% | +356.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling