+27.3%
TTWO vs PL
+45.6%
-18.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.0% | +8.4% |
| 7D | +15.2% | +5.6% | +9.6% | +14.3% |
| 30D | +5.2% | -16.9% | +22.2% | +6.7% |
| 3M | -11.4% | -38.2% | +26.8% | -8.0% |
| 6M | +1.9% | -63.4% | +65.3% | +9.9% |
| YTD | -12.3% | -27.6% | +15.4% | -13.0% |
| 1Y | -4.0% | +6.6% | -10.6% | -9.2% |
| 3Y | +51.9% | +557.6% | -505.7% | +7.3% |
| 5Y | +22.9% | +39.5% | -16.6% | -8.9% |
| All | +27.3% | +45.6% | -18.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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