+40.9%
TTWO vs TD
+125.7%
-84.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | -11.3% | -1.9% | -9.4% | -10.7% |
| 3M | +1.6% | +4.8% | -3.2% | -0.4% |
| 6M | +2.1% | +28.0% | -25.9% | -8.0% |
| YTD | -15.8% | +30.3% | -46.1% | -24.6% |
| 1Y | -12.6% | +59.8% | -72.4% | -27.8% |
| 3Y | +48.2% | +124.7% | -76.5% | +4.7% |
| All | +40.9% | +125.7% | -84.8% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling