+390.0%
TTWO vs THC
+1,813.2%
-1,423.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +6.0% | +1.0% | +5.1% | +5.9% |
| 30D | +13.2% | +5.3% | +7.9% | +12.6% |
| 3M | -5.8% | +7.1% | -12.9% | -6.5% |
| 6M | +0.4% | +46.0% | -45.7% | -3.6% |
| YTD | -11.0% | +43.9% | -55.0% | -14.7% |
| 1Y | -4.1% | +45.4% | -49.5% | -8.2% |
| 3Y | +51.8% | +421.3% | -369.5% | +27.4% |
| 5Y | +21.3% | +261.5% | -240.2% | +2.9% |
| All | +390.0% | +1,813.2% | -1,423.2% | +234.2% |
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