+34.5%
TTWO vs THC
+258.2%
-223.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.6% |
| 7D | -2.3% | +4.1% | -6.4% | -2.9% |
| 30D | -16.7% | +3.5% | -20.3% | -17.2% |
| 3M | -0.4% | +61.7% | -62.2% | -7.5% |
| 6M | -1.6% | +11.8% | -13.5% | -3.8% |
| YTD | -17.5% | +35.4% | -52.9% | -21.9% |
| 1Y | -14.8% | +37.0% | -51.8% | -19.7% |
| 3Y | +47.9% | +260.1% | -212.2% | +16.5% |
| 5Y | +34.5% | +262.6% | -228.1% | +0.6% |
| All | +34.5% | +258.2% | -223.8% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling