+668.1%
TTWO vs P
+535.2%
+132.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | +6.0% | +11.6% | -5.6% | +4.1% |
| 30D | +13.2% | -23.7% | +36.9% | +17.2% |
| 3M | -5.8% | -8.0% | +2.2% | -6.2% |
| 6M | +0.4% | +27.9% | -27.5% | -7.0% |
| YTD | -11.0% | +61.2% | -72.2% | -21.6% |
| 1Y | -4.1% | +28.6% | -32.7% | -13.1% |
| 3Y | +51.8% | +200.5% | -148.7% | +9.2% |
| 5Y | +21.3% | +282.9% | -261.7% | -19.5% |
| 10Y | +375.1% | +665.9% | -290.8% | +158.6% |
| All | +668.1% | +535.2% | +132.9% | +308.9% |
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