+619.1%
TTWO vs P
+494.9%
+124.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.6% | +7.8% | -9.4% | -2.9% |
| 30D | -13.5% | +12.3% | -25.8% | -15.6% |
| 3M | +0.3% | +37.1% | -36.8% | -6.1% |
| 6M | +0.8% | +66.1% | -65.2% | -9.8% |
| YTD | -16.7% | +50.9% | -67.6% | -24.6% |
| 1Y | -14.3% | +27.2% | -41.5% | -21.2% |
| 3Y | +49.4% | +158.7% | -109.3% | +12.4% |
| 5Y | +33.8% | +291.1% | -257.3% | -10.5% |
| 10Y | +392.8% | +715.0% | -322.2% | +171.5% |
| All | +619.1% | +494.9% | +124.2% | +293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling