+48.2%
TTWO vs TENB
-34.6%
+82.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.3% |
| 7D | +0.4% | -12.1% | +12.5% | +2.4% |
| 30D | -11.3% | -18.6% | +7.3% | -8.7% |
| 3M | +1.6% | +12.1% | -10.5% | -2.6% |
| 6M | +2.1% | +46.8% | -44.7% | -8.4% |
| YTD | -15.8% | +28.0% | -43.8% | -22.7% |
| 1Y | -12.6% | -1.4% | -11.2% | -15.6% |
| 3Y | +48.2% | -33.9% | +82.2% | +52.4% |
| All | +48.2% | -34.6% | +82.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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