-12.6%
TTWO vs OMC
+7.0%
-19.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.4% | -4.4% | +4.7% | +1.0% |
| 30D | -11.3% | -7.6% | -3.7% | -10.4% |
| 3M | +1.6% | +4.5% | -2.9% | +1.0% |
| 6M | +2.1% | -0.3% | +2.3% | +2.2% |
| YTD | -15.8% | -0.1% | -15.7% | -17.2% |
| 1Y | -12.6% | +4.6% | -17.2% | -13.3% |
| All | -12.6% | +7.0% | -19.6% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling