+398.3%
TTWO vs P
+684.8%
-286.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +3.3% |
| 7D | +1.3% | -4.1% | +5.4% | +2.0% |
| 30D | -13.4% | -14.0% | +0.6% | -11.4% |
| 3M | +3.1% | +41.4% | -38.4% | -4.4% |
| 6M | +3.8% | +54.2% | -50.4% | -6.4% |
| YTD | -15.3% | +40.4% | -55.7% | -22.7% |
| 1Y | -11.1% | +16.0% | -27.1% | -17.2% |
| 3Y | +52.0% | +140.7% | -88.7% | +13.8% |
| 5Y | +40.9% | +256.3% | -215.4% | -6.7% |
| All | +398.3% | +684.8% | -286.5% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling