+45.2%
TTWO vs S
+13.6%
+31.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.3% | -1.2% | -1.1% | -2.1% |
| 30D | -16.7% | -12.6% | -4.2% | -15.2% |
| 3M | -0.4% | +27.6% | -28.0% | -5.1% |
| 6M | -1.6% | +35.5% | -37.1% | -7.8% |
| YTD | -17.5% | +29.6% | -47.1% | -22.3% |
| 1Y | -14.8% | +8.1% | -22.9% | -18.0% |
| All | +45.2% | +13.6% | +31.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling