-11.1%
TTWO vs THC
+33.0%
-44.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.9% |
| 6M | +3.8% | +11.0% | -7.2% | +1.3% |
| YTD | -15.3% | +32.6% | -47.8% | -16.5% |
| 1Y | -11.1% | +37.4% | -48.5% | -13.7% |
| All | -11.1% | +33.0% | -44.1% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling