-4.1%
TTWO vs PL
+12.6%
-16.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +6.0% | +10.0% | -4.0% | +5.6% |
| 30D | +13.2% | -2.3% | +15.5% | +13.3% |
| 3M | -5.8% | -44.2% | +38.4% | -3.1% |
| 6M | +0.4% | -66.1% | +66.5% | +5.0% |
| YTD | -11.0% | -30.0% | +19.0% | -10.9% |
| 1Y | -4.1% | +21.0% | -25.1% | -2.9% |
| All | -4.1% | +12.6% | -16.6% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling