+5,381.8%
TTWO vs PAAS
+927.4%
+4,454.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | -8.8% | -2.9% | -5.9% | -8.5% |
| 30D | -8.6% | +6.8% | -15.4% | -9.4% |
| 3M | -0.9% | -2.9% | +2.0% | -1.0% |
| 6M | -0.5% | -16.4% | +15.9% | +0.7% |
| YTD | -16.1% | 0.0% | -16.2% | -17.2% |
| 1Y | -10.8% | +54.3% | -65.1% | -16.5% |
| 3Y | +51.4% | +230.7% | -179.3% | +27.1% |
| 5Y | +33.7% | +111.6% | -77.9% | +16.0% |
| 10Y | +380.3% | +211.7% | +168.6% | +276.5% |
| All | +5,381.8% | +927.4% | +4,454.4% | +3,171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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