+378.6%
TTWO vs PR
+65.1%
+313.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.3% |
| 7D | +15.2% | -9.5% | +24.7% | +15.5% |
| 30D | +5.2% | -5.7% | +10.9% | +5.4% |
| 3M | -11.4% | +3.0% | -14.4% | -11.6% |
| 6M | +1.9% | +11.8% | -9.9% | +1.4% |
| YTD | -12.3% | +58.5% | -70.7% | -13.8% |
| 1Y | -4.0% | +69.9% | -73.9% | -5.9% |
| 3Y | +51.9% | +84.9% | -33.0% | +48.1% |
| 5Y | +22.9% | +246.4% | -223.5% | +17.6% |
| 10Y | +378.6% | +70.3% | +308.3% | +464.5% |
| All | +378.6% | +65.1% | +313.5% | +464.5% |
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