+49.2%
TTWO vs TECH
+1.2%
+48.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | -13.4% | 0.0% | -13.4% | -13.4% |
| 3M | +3.1% | +37.4% | -34.4% | -0.9% |
| 6M | +3.8% | +36.9% | -33.1% | -0.6% |
| YTD | -15.3% | +23.1% | -38.4% | -17.9% |
| 1Y | -11.1% | +42.2% | -53.3% | -15.6% |
| All | +49.2% | +1.2% | +48.1% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 3y: compounded portfolio wealth divided by compounded TECH 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…
3y analysis · Full analysis span regression · 6 months rolling