+1,018.0%
TTWO vs TCOM
+2,536.0%
-1,518.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +3.0% |
| 7D | +1.3% | -6.5% | +7.8% | +2.6% |
| 30D | -13.4% | -16.2% | +2.8% | -10.5% |
| 3M | +3.1% | -19.3% | +22.4% | +6.9% |
| 6M | +3.8% | -27.2% | +31.0% | +9.6% |
| YTD | -15.3% | -46.2% | +30.9% | -5.6% |
| 1Y | -11.1% | -46.6% | +35.5% | -0.9% |
| 3Y | +52.0% | +8.4% | +43.6% | +42.7% |
| 5Y | +40.9% | +25.8% | +15.1% | +20.9% |
| 10Y | +407.6% | -11.9% | +419.5% | +339.0% |
| All | +1,018.0% | +2,536.0% | -1,518.0% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling