+48.2%
TTWO vs TECK
+65.8%
-17.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.4% | -3.8% | +4.2% | +0.9% |
| 30D | -11.3% | +0.7% | -12.1% | -11.6% |
| 3M | +1.6% | +4.6% | -3.0% | +0.4% |
| 6M | +2.1% | +25.1% | -23.0% | -3.4% |
| YTD | -15.8% | +39.2% | -55.0% | -22.2% |
| 1Y | -12.6% | +60.3% | -72.9% | -21.8% |
| 3Y | +48.2% | +62.9% | -14.7% | +29.4% |
| All | +48.2% | +65.8% | -17.6% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling