+51.8%
TTWO vs TAP
-22.2%
+73.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | +0.4% |
| 7D | +6.0% | +1.3% | +4.8% | +6.0% |
| 30D | +13.2% | +5.7% | +7.5% | +13.3% |
| 3M | -5.8% | -1.9% | -3.9% | -5.9% |
| 6M | +0.4% | +0.9% | -0.6% | +0.5% |
| YTD | -11.0% | -9.5% | -1.5% | -11.6% |
| 1Y | -4.1% | -9.0% | +4.9% | -4.8% |
| 3Y | +51.8% | -22.2% | +74.0% | +51.3% |
| All | +51.8% | -22.2% | +73.9% | +51.3% |
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