+49.4%
TTWO vs PL
+518.4%
-469.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -1.6% | -7.5% | +6.0% | -1.1% |
| 30D | -13.5% | -25.6% | +12.1% | -11.8% |
| 3M | +0.3% | -45.6% | +45.9% | +4.1% |
| 6M | +0.8% | -29.5% | +30.4% | +1.2% |
| YTD | -16.7% | -9.7% | -7.0% | -18.0% |
| 1Y | -14.3% | +84.4% | -98.6% | -20.5% |
| 3Y | +49.4% | +550.0% | -500.6% | +19.6% |
| All | +49.4% | +518.4% | -469.0% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling