+70.0%
TTWO vs TE
-52.9%
+122.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | -11.3% | -5.9% | -5.4% | -11.1% |
| 3M | +1.6% | -45.6% | +47.2% | +4.6% |
| 6M | +2.1% | -43.4% | +45.4% | +3.0% |
| YTD | -15.8% | -31.0% | +15.1% | -16.9% |
| 1Y | -12.6% | +145.2% | -157.8% | -23.4% |
| 3Y | +48.2% | -24.1% | +72.3% | +36.4% |
| 5Y | +40.0% | -48.1% | +88.1% | +29.2% |
| All | +70.0% | -52.9% | +122.8% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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