+2,593.5%
TTWO vs TDY
+7,056.0%
-4,462.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | -11.3% | -12.0% | +0.7% | -8.1% |
| 3M | +1.6% | -3.2% | +4.8% | +2.4% |
| 6M | +2.1% | -7.9% | +9.9% | +3.9% |
| YTD | -15.8% | +18.2% | -34.1% | -20.3% |
| 1Y | -12.6% | +6.7% | -19.3% | -15.0% |
| 3Y | +48.2% | +47.5% | +0.7% | +30.7% |
| 5Y | +40.0% | +39.5% | +0.5% | +24.9% |
| 10Y | +404.1% | +477.2% | -73.0% | +194.3% |
| All | +2,593.5% | +7,056.0% | -4,462.5% | +970.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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