-17.2%
TTWO vs P
+19.7%
-37.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -5.0% | +12.1% | +7.3% |
| 7D | +7.0% | -19.4% | +26.3% | +7.9% |
| 30D | +2.7% | -22.3% | +25.0% | +3.6% |
| 3M | -13.0% | +33.2% | -46.2% | -15.2% |
| 6M | -7.2% | +53.6% | -60.9% | -11.6% |
| YTD | -18.4% | +66.8% | -85.2% | -23.1% |
| 1Y | -17.2% | +17.5% | -34.8% | -20.7% |
| All | -17.2% | +19.7% | -37.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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