+19.6%
TTWO vs OSCR
-9.0%
+28.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +0.4% | +1.6% | -1.2% | +0.2% |
| 30D | -11.3% | +10.7% | -22.0% | -12.0% |
| 3M | +1.6% | +13.4% | -11.8% | +0.4% |
| 6M | +2.1% | +144.6% | -142.5% | -5.0% |
| YTD | -15.8% | +128.0% | -143.9% | -21.4% |
| 1Y | -12.6% | +68.7% | -81.3% | -17.3% |
| 3Y | +48.2% | +398.8% | -350.6% | +22.6% |
| 5Y | +40.0% | +87.3% | -47.3% | +14.6% |
| All | +19.6% | -9.0% | +28.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling