+5,346.0%
TTWO vs PTC
+137.6%
+5,208.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | +0.6% |
| 7D | -1.6% | -12.8% | +11.2% | +1.3% |
| 30D | -13.5% | -9.8% | -3.7% | -11.7% |
| 3M | +0.3% | -2.1% | +2.4% | +0.1% |
| 6M | +0.8% | -18.1% | +18.9% | +4.5% |
| YTD | -16.7% | -23.5% | +6.8% | -12.4% |
| 1Y | -14.3% | -37.4% | +23.1% | -6.0% |
| 3Y | +49.4% | -7.2% | +56.6% | +48.5% |
| 5Y | +33.8% | +2.7% | +31.1% | +28.8% |
| 10Y | +392.8% | +203.4% | +189.4% | +268.5% |
| All | +5,346.0% | +137.6% | +5,208.5% | +2,744.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling