-4.0%
TTWO vs PL
+7.9%
-11.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.0% | +8.3% |
| 7D | +15.2% | +5.6% | +9.6% | +14.9% |
| 30D | +5.2% | -16.9% | +22.2% | +6.2% |
| 3M | -11.4% | -38.2% | +26.8% | -9.4% |
| 6M | +1.9% | -63.4% | +65.3% | +6.0% |
| YTD | -12.3% | -27.6% | +15.4% | -12.0% |
| 1Y | -4.0% | +6.6% | -10.6% | -2.5% |
| All | -4.0% | +7.9% | -11.9% | -2.5% |
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