-17.2%
TTWO vs PSX
+97.5%
-114.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.7% | +6.4% |
| 7D | +7.0% | -5.2% | +12.1% | +6.1% |
| 30D | +2.7% | -3.7% | +6.4% | +2.1% |
| 3M | -13.0% | +26.8% | -39.8% | -11.2% |
| 6M | -7.2% | +47.3% | -54.5% | -3.9% |
| YTD | -18.4% | +105.4% | -123.8% | -16.0% |
| 1Y | -17.2% | +96.9% | -114.2% | -15.2% |
| All | -17.2% | +97.5% | -114.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling