-16.3%
TTWO vs OSCR
+93.2%
-109.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.7% | +7.8% | +2.7% |
| 7D | +10.3% | +7.8% | +2.6% | +9.4% |
| 30D | +5.3% | +2.6% | +2.7% | +5.0% |
| 3M | -9.2% | +10.2% | -19.4% | -10.2% |
| 6M | -4.4% | +84.9% | -89.3% | -9.8% |
| YTD | -16.7% | +130.9% | -147.6% | -23.4% |
| 1Y | -16.3% | +94.8% | -111.1% | -23.1% |
| All | -16.3% | +93.2% | -109.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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