+48.2%
TTWO vs PSX
+133.1%
-84.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.4% | +1.7% | -1.4% | +0.3% |
| 30D | -11.3% | +15.6% | -27.0% | -12.1% |
| 3M | +1.6% | +46.5% | -44.9% | -0.9% |
| 6M | +2.1% | +55.0% | -52.9% | -1.2% |
| YTD | -15.8% | +105.3% | -121.1% | -21.1% |
| 1Y | -12.6% | +101.6% | -114.2% | -18.0% |
| 3Y | +48.2% | +134.1% | -85.9% | +34.2% |
| All | +48.2% | +133.1% | -84.9% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling