+3,620.6%
TTWO vs TKO
+1,400.2%
+2,220.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +0.4% | +2.3% | -1.9% | -0.1% |
| 30D | -11.3% | -2.5% | -8.9% | -11.0% |
| 3M | +1.6% | -10.6% | +12.2% | +3.6% |
| 6M | +2.1% | -5.1% | +7.1% | +2.6% |
| YTD | -15.8% | -8.2% | -7.6% | -15.0% |
| 1Y | -12.6% | -4.4% | -8.2% | -12.5% |
| 3Y | +48.2% | +100.4% | -52.2% | +25.8% |
| 5Y | +40.0% | +294.3% | -254.3% | +2.0% |
| 10Y | +404.1% | +983.2% | -579.0% | +185.7% |
| All | +3,620.6% | +1,400.2% | +2,220.3% | +1,243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling