-10.8%
TTWO vs TEM
-15.5%
+4.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -8.8% | +0.9% | -9.7% | -8.9% |
| 30D | -8.6% | +38.4% | -47.0% | -12.6% |
| 3M | -0.9% | +23.7% | -24.6% | -4.5% |
| 6M | -0.5% | +26.0% | -26.5% | -5.2% |
| YTD | -16.1% | +9.4% | -25.6% | -18.9% |
| 1Y | -10.8% | -17.3% | +6.5% | -12.2% |
| All | -10.8% | -15.5% | +4.7% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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