+394.9%
TTWO vs TDG
+547.7%
-152.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +0.4% | -1.9% | +2.2% | +0.8% |
| 30D | -11.3% | -7.7% | -3.6% | -9.6% |
| 3M | +1.6% | -9.3% | +10.9% | +3.9% |
| 6M | +2.1% | -9.4% | +11.5% | +4.0% |
| YTD | -15.8% | -14.3% | -1.6% | -13.1% |
| 1Y | -12.6% | -11.8% | -0.8% | -10.5% |
| 3Y | +48.2% | +52.0% | -3.8% | +31.7% |
| 5Y | +40.0% | +128.8% | -88.9% | +12.2% |
| All | +394.9% | +547.7% | -152.8% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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