-10.8%
TTWO vs S
+10.1%
-20.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -8.8% | -7.7% | -1.1% | -7.7% |
| 30D | -8.6% | -5.3% | -3.3% | -8.1% |
| 3M | -0.9% | +20.3% | -21.2% | -5.2% |
| 6M | -0.5% | +47.4% | -47.9% | -9.8% |
| YTD | -16.1% | +32.5% | -48.7% | -23.4% |
| 1Y | -10.8% | +9.5% | -20.3% | -17.4% |
| All | -10.8% | +10.1% | -20.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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