+5,381.8%
TTWO vs PPL
+1,368.9%
+4,012.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -8.8% | +2.7% | -11.5% | -9.4% |
| 30D | -8.6% | +0.5% | -9.1% | -8.8% |
| 3M | -0.9% | +0.7% | -1.6% | -1.2% |
| 6M | -0.5% | -7.6% | +7.1% | +1.3% |
| YTD | -16.1% | +1.8% | -18.0% | -16.9% |
| 1Y | -10.8% | -0.8% | -10.0% | -11.1% |
| 3Y | +51.4% | +56.9% | -5.5% | +31.6% |
| 5Y | +33.7% | +39.5% | -5.8% | +19.5% |
| 10Y | +380.3% | +55.4% | +324.9% | +297.1% |
| All | +5,381.8% | +1,368.9% | +4,012.9% | +3,048.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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