+40.9%
TTWO vs TKO
+291.2%
-250.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +0.4% | +2.3% | -1.9% | -0.2% |
| 30D | -11.3% | -2.5% | -8.9% | -11.0% |
| 3M | +1.6% | -10.6% | +12.2% | +3.8% |
| 6M | +2.1% | -5.1% | +7.1% | +2.6% |
| YTD | -15.8% | -8.2% | -7.6% | -14.9% |
| 1Y | -12.6% | -4.4% | -8.2% | -12.6% |
| 3Y | +48.2% | +100.4% | -52.2% | +25.0% |
| All | +40.9% | +291.2% | -250.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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