-10.8%
TTWO vs TECK
+108.8%
-119.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -8.8% | -0.3% | -8.4% | -8.8% |
| 30D | -8.6% | +4.6% | -13.2% | -8.9% |
| 3M | -0.9% | +2.8% | -3.8% | -1.0% |
| 6M | -0.5% | +24.9% | -25.4% | -3.8% |
| YTD | -16.1% | +44.7% | -60.9% | -19.9% |
| 1Y | -10.8% | +112.0% | -122.8% | -16.3% |
| All | -10.8% | +108.8% | -119.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling