+394.0%
TTWO vs PR
+88.3%
+305.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.3% | -0.8% | -1.5% | -2.3% |
| 30D | -16.7% | +11.3% | -28.0% | -17.0% |
| 3M | -0.4% | +24.1% | -24.5% | -1.2% |
| 6M | -1.6% | +25.4% | -27.0% | -2.4% |
| YTD | -17.5% | +71.2% | -88.7% | -19.0% |
| 1Y | -14.8% | +78.6% | -93.4% | -16.5% |
| 3Y | +47.9% | +85.2% | -37.4% | +44.2% |
| 5Y | +34.5% | +419.0% | -384.5% | +28.3% |
| 10Y | +394.0% | +86.2% | +307.8% | +480.1% |
| All | +394.0% | +88.3% | +305.7% | +480.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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