+394.9%
TTWO vs PODD
+223.0%
+171.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +0.4% | -10.5% | +10.9% | +2.5% |
| 30D | -11.3% | -9.0% | -2.3% | -9.9% |
| 3M | +1.6% | -11.5% | +13.1% | +3.1% |
| 6M | +2.1% | -44.7% | +46.8% | +13.0% |
| YTD | -15.8% | -53.6% | +37.7% | -3.6% |
| 1Y | -12.6% | -61.0% | +48.3% | +3.2% |
| 3Y | +48.2% | -24.7% | +72.9% | +48.3% |
| 5Y | +40.0% | -55.5% | +95.5% | +50.9% |
| All | +394.9% | +223.0% | +171.9% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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