+59.9%
TTWO vs PR
+64.2%
-4.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +13.0% | -16.4% | +29.4% | +14.2% |
| 30D | +5.3% | -1.9% | +7.2% | +5.0% |
| 3M | -7.6% | +8.0% | -15.5% | -8.8% |
| 6M | -3.2% | +4.1% | -7.3% | -4.3% |
| YTD | -16.1% | +58.7% | -74.8% | -21.7% |
| 1Y | -14.9% | +75.8% | -90.7% | -21.9% |
| 3Y | +59.9% | +73.2% | -13.2% | +44.5% |
| All | +59.9% | +64.2% | -4.3% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling