+398.3%
TTWO vs THC
+1,021.1%
-622.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +2.9% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -13.4% | +1.5% | -14.9% | -13.5% |
| 3M | +3.1% | +59.9% | -56.8% | -1.5% |
| 6M | +3.8% | +11.0% | -7.2% | +2.4% |
| YTD | -15.3% | +32.6% | -47.8% | -17.9% |
| 1Y | -11.1% | +37.4% | -48.5% | -14.3% |
| 3Y | +52.0% | +252.5% | -200.6% | +33.2% |
| 5Y | +40.9% | +262.3% | -221.4% | +20.8% |
| All | +398.3% | +1,021.1% | -622.8% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling