+500.4%
TTWO vs PR
+169.5%
+330.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | -8.8% | +2.9% | -11.7% | -8.9% |
| 30D | -8.6% | +18.0% | -26.6% | -9.1% |
| 3M | -0.9% | +16.9% | -17.8% | -1.4% |
| 6M | -0.5% | +28.2% | -28.7% | -1.4% |
| YTD | -16.1% | +69.3% | -85.5% | -17.6% |
| 1Y | -10.8% | +69.5% | -80.3% | -12.4% |
| 3Y | +51.4% | +81.7% | -30.3% | +47.8% |
| 5Y | +33.7% | +422.2% | -388.5% | +27.7% |
| 10Y | +380.3% | +110.4% | +269.9% | +449.4% |
| All | +500.4% | +169.5% | +330.9% | +572.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling