+45.2%
TTWO vs PTC
-10.6%
+55.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.2% |
| 7D | -2.3% | -13.6% | +11.3% | +1.1% |
| 30D | -16.7% | -14.7% | -2.1% | -13.6% |
| 3M | -0.4% | -5.9% | +5.5% | +0.2% |
| 6M | -1.6% | -21.1% | +19.5% | +3.8% |
| YTD | -17.5% | -26.0% | +8.5% | -11.8% |
| 1Y | -14.8% | -36.8% | +22.0% | -5.3% |
| All | +45.2% | -10.6% | +55.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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