+3.8%
TTWO vs TCOM
-28.2%
+31.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +2.8% |
| 7D | +1.3% | -6.5% | +7.8% | +1.5% |
| 30D | -13.4% | -16.2% | +2.8% | -13.1% |
| 3M | +3.1% | -19.3% | +22.4% | +3.9% |
| 6M | +3.8% | -27.2% | +31.0% | +5.3% |
| All | +3.8% | -28.2% | +31.9% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling