+48.2%
TTWO vs TD
+127.3%
-79.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -11.3% | -1.9% | -9.4% | -10.9% |
| 3M | +1.6% | +4.8% | -3.2% | +0.1% |
| 6M | +2.1% | +28.0% | -25.9% | -5.7% |
| YTD | -15.8% | +30.3% | -46.1% | -22.5% |
| 1Y | -12.6% | +59.8% | -72.4% | -23.8% |
| 3Y | +48.2% | +124.7% | -76.5% | +16.6% |
| All | +48.2% | +127.3% | -79.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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