+45.2%
TTWO vs OVV
+52.7%
-7.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.3% | -3.8% | +1.5% | -2.0% |
| 30D | -16.7% | +1.3% | -18.0% | -16.8% |
| 3M | -0.4% | +14.3% | -14.8% | -1.8% |
| 6M | -1.6% | +21.1% | -22.7% | -3.8% |
| YTD | -17.5% | +66.0% | -83.6% | -22.1% |
| 1Y | -14.8% | +59.3% | -74.1% | -19.3% |
| All | +45.2% | +52.7% | -7.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 3y: compounded portfolio wealth divided by compounded OVV 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…
3y analysis · Full analysis span regression · 6 months rolling