+55.1%
TTWO vs TLN
+602.5%
-547.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -0.9% |
| 7D | -1.6% | +10.9% | -12.5% | -2.5% |
| 30D | -13.5% | -6.3% | -7.2% | -13.1% |
| 3M | +0.3% | -10.7% | +11.0% | +1.1% |
| 6M | +0.8% | +1.6% | -0.8% | -0.2% |
| YTD | -16.7% | -13.1% | -3.6% | -16.5% |
| 1Y | -14.3% | -15.1% | +0.8% | -14.1% |
| 3Y | +49.4% | +495.0% | -445.6% | +32.1% |
| All | +55.1% | +602.5% | -547.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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