+388.2%
TTWO vs PR
+83.7%
+304.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -1.9% |
| 7D | +6.4% | +6.7% | -0.3% | +6.2% |
| 30D | +13.3% | -6.1% | +19.4% | +13.4% |
| 3M | -6.6% | +6.9% | -13.5% | -6.9% |
| 6M | +0.4% | +14.6% | -14.2% | -0.2% |
| YTD | -11.4% | +66.1% | -77.5% | -13.0% |
| 1Y | -5.6% | +77.0% | -82.6% | -7.6% |
| 3Y | +53.5% | +93.8% | -40.4% | +49.4% |
| 5Y | +20.8% | +268.2% | -247.4% | +15.4% |
| All | +388.2% | +83.7% | +304.4% | +479.2% |
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