+19.7%
TTWO vs PL
+75.7%
-56.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | -2.3% | -13.9% | +11.5% | -1.0% |
| 30D | -16.7% | -25.5% | +8.7% | -14.5% |
| 3M | -0.4% | -44.8% | +44.3% | +4.6% |
| 6M | -1.6% | -33.3% | +31.7% | -0.6% |
| YTD | -17.5% | -12.7% | -4.9% | -19.2% |
| 1Y | -14.8% | +90.9% | -105.7% | -23.9% |
| 3Y | +47.9% | +528.5% | -480.6% | +6.5% |
| 5Y | +34.5% | +72.7% | -38.3% | -3.1% |
| All | +19.7% | +75.7% | -56.0% | -14.4% |
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