+1,370.9%
TTWO vs PSX
+1,156.1%
+214.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +2.9% |
| 7D | +1.3% | +1.5% | -0.2% | +1.1% |
| 30D | -13.4% | +15.8% | -29.2% | -15.3% |
| 3M | +3.1% | +43.0% | -39.9% | -2.4% |
| 6M | +3.8% | +61.1% | -57.3% | -3.8% |
| YTD | -15.3% | +104.5% | -119.8% | -24.5% |
| 1Y | -11.1% | +102.5% | -113.6% | -20.8% |
| 3Y | +52.0% | +133.5% | -81.5% | +30.5% |
| 5Y | +40.9% | +367.0% | -326.0% | +6.5% |
| 10Y | +407.6% | +382.3% | +25.3% | +260.5% |
| All | +1,370.9% | +1,156.1% | +214.9% | +775.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling