+390.0%
TTWO vs TMF
-82.1%
+472.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.4% |
| 7D | +6.0% | -9.3% | +15.3% | +6.0% |
| 30D | +13.2% | +1.9% | +11.3% | +13.2% |
| 3M | -5.8% | -11.2% | +5.4% | -5.8% |
| 6M | +0.4% | -17.7% | +18.1% | +0.3% |
| YTD | -11.0% | -24.5% | +13.4% | -11.1% |
| 1Y | -4.1% | -29.4% | +25.3% | -4.2% |
| 3Y | +51.8% | -33.4% | +85.2% | +51.8% |
| 5Y | +21.3% | -88.7% | +110.0% | +14.0% |
| All | +390.0% | -82.1% | +472.1% | +420.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling