+21.7%
TTWO vs PL
+84.9%
-63.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | -8.8% | -9.3% | +0.5% | -8.0% |
| 30D | -8.6% | -18.9% | +10.3% | -6.9% |
| 3M | -0.9% | -58.4% | +57.5% | +6.5% |
| 6M | -0.5% | -30.3% | +29.8% | +0.2% |
| YTD | -16.1% | -8.1% | -8.0% | -18.2% |
| 1Y | -10.8% | +180.5% | -191.3% | -24.1% |
| 3Y | +51.4% | +444.1% | -392.8% | +11.5% |
| 5Y | +33.7% | +83.0% | -49.3% | -4.7% |
| All | +21.7% | +84.9% | -63.2% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling