+394.9%
TTWO vs TCOM
-9.8%
+404.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.4% | -4.9% | +5.3% | +1.2% |
| 30D | -11.3% | -14.4% | +3.1% | -9.1% |
| 3M | +1.6% | -17.7% | +19.3% | +4.5% |
| 6M | +2.1% | -25.1% | +27.2% | +6.5% |
| YTD | -15.8% | -45.7% | +29.9% | -7.8% |
| 1Y | -12.6% | -47.9% | +35.3% | -3.7% |
| 3Y | +48.2% | +8.9% | +39.3% | +40.1% |
| 5Y | +40.0% | +26.9% | +13.1% | +22.0% |
| All | +394.9% | -9.8% | +404.7% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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