+49.2%
TTWO vs TAP
-33.1%
+82.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.3% | -5.3% | +6.6% | +1.2% |
| 30D | -13.4% | -7.4% | -6.0% | -13.5% |
| 3M | +3.1% | -4.9% | +8.0% | +3.1% |
| 6M | +3.8% | -14.2% | +18.0% | +3.4% |
| YTD | -15.3% | -14.8% | -0.4% | -15.9% |
| 1Y | -11.1% | -18.1% | +7.0% | -11.4% |
| All | +49.2% | -33.1% | +82.3% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling