+21.7%
TTWO vs S
-57.1%
+78.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.4% | -0.7% | +1.0% | +0.5% |
| 30D | -11.3% | -11.4% | +0.1% | -9.8% |
| 3M | +1.6% | +33.8% | -32.2% | -3.9% |
| 6M | +2.1% | +39.5% | -37.4% | -4.6% |
| YTD | -15.8% | +31.7% | -47.5% | -20.8% |
| 1Y | -12.6% | +7.0% | -19.6% | -15.3% |
| 3Y | +48.2% | +11.8% | +36.4% | +37.3% |
| 5Y | +40.0% | -69.0% | +109.0% | +42.8% |
| All | +21.7% | -57.1% | +78.8% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling