+66.6%
TTWO vs TE
-49.8%
+116.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | -2.3% | +15.0% | -17.3% | -3.2% |
| 30D | -16.7% | -7.5% | -9.2% | -16.4% |
| 3M | -0.4% | -42.0% | +41.5% | +2.0% |
| 6M | -1.6% | -31.4% | +29.8% | -2.1% |
| YTD | -17.5% | -26.5% | +9.0% | -18.9% |
| 1Y | -14.8% | +153.1% | -167.9% | -25.4% |
| 3Y | +47.9% | -20.7% | +68.6% | +35.9% |
| 5Y | +34.5% | -45.4% | +79.9% | +23.7% |
| All | +66.6% | -49.8% | +116.4% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling