+394.9%
TTWO vs TAP
-49.9%
+444.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +0.4% | -3.9% | +4.2% | +0.7% |
| 30D | -11.3% | -5.3% | -6.1% | -11.0% |
| 3M | +1.6% | -3.8% | +5.4% | +1.8% |
| 6M | +2.1% | -11.4% | +13.4% | +2.9% |
| YTD | -15.8% | -13.7% | -2.1% | -15.2% |
| 1Y | -12.6% | -17.2% | +4.6% | -11.7% |
| 3Y | +48.2% | -33.1% | +81.3% | +52.2% |
| 5Y | +40.0% | +0.8% | +39.2% | +36.7% |
| All | +394.9% | -49.9% | +444.8% | +419.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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