+5,291.1%
TTWO vs PSA
+3,226.7%
+2,064.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.5% |
| 30D | -16.7% | -9.6% | -7.2% | -13.7% |
| 3M | -0.4% | -7.9% | +7.5% | +2.4% |
| 6M | -1.6% | -2.0% | +0.4% | -1.6% |
| YTD | -17.5% | +15.7% | -33.3% | -22.6% |
| 1Y | -14.8% | +5.8% | -20.6% | -17.7% |
| 3Y | +47.9% | +21.6% | +26.3% | +33.2% |
| 5Y | +34.5% | +13.1% | +21.3% | +21.8% |
| 10Y | +394.0% | +101.3% | +292.8% | +245.4% |
| All | +5,291.1% | +3,226.7% | +2,064.5% | +1,463.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling