+679.9%
TTWO vs P
+526.5%
+153.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.5% | +2.3% |
| 7D | +10.7% | -4.7% | +15.4% | +11.1% |
| 30D | +10.8% | -31.4% | +42.2% | +16.6% |
| 3M | -7.7% | -2.6% | -5.0% | -9.0% |
| 6M | +4.4% | +21.9% | -17.5% | -2.4% |
| YTD | -9.7% | +58.9% | -68.6% | -20.2% |
| 1Y | -3.9% | +21.7% | -25.6% | -12.1% |
| 3Y | +56.4% | +193.3% | -136.9% | +13.1% |
| 5Y | +24.6% | +275.1% | -250.6% | -17.0% |
| 10Y | +382.4% | +655.3% | -272.9% | +163.2% |
| All | +679.9% | +526.5% | +153.4% | +316.2% |
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