+40.9%
TTWO vs PSA
+13.7%
+27.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -1.8% | +2.2% | +0.7% |
| 30D | -11.3% | -8.4% | -3.0% | -9.9% |
| 3M | +1.6% | -7.8% | +9.4% | +3.1% |
| 6M | +2.1% | +0.8% | +1.3% | +1.5% |
| YTD | -15.8% | +16.5% | -32.3% | -19.1% |
| 1Y | -12.6% | +4.7% | -17.3% | -14.0% |
| 3Y | +48.2% | +21.1% | +27.2% | +37.7% |
| All | +40.9% | +13.7% | +27.2% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 5y: compounded portfolio wealth divided by compounded PSA 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…
5y analysis · Full analysis span regression · 6 months rolling