+5,439.7%
TTWO vs OMC
+1,149.5%
+4,290.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.2% |
| 7D | +1.3% | -6.2% | +7.6% | +3.8% |
| 30D | -13.4% | -7.6% | -5.8% | -10.9% |
| 3M | +3.1% | +7.4% | -4.3% | -0.4% |
| 6M | +3.8% | +0.1% | +3.6% | +2.6% |
| YTD | -15.3% | +0.4% | -15.7% | -17.1% |
| 1Y | -11.1% | +7.8% | -18.9% | -16.0% |
| 3Y | +52.0% | +11.8% | +40.1% | +38.1% |
| 5Y | +40.9% | +32.5% | +8.5% | +16.5% |
| 10Y | +407.6% | +34.2% | +373.4% | +281.7% |
| All | +5,439.7% | +1,149.5% | +4,290.2% | +2,030.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling