+398.3%
TTWO vs TMF
-86.4%
+484.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +2.8% |
| 7D | +1.3% | -4.8% | +6.1% | +1.3% |
| 30D | -13.4% | -4.9% | -8.5% | -13.4% |
| 3M | +3.1% | -13.4% | +16.5% | +3.1% |
| 6M | +3.8% | -23.0% | +26.8% | +3.7% |
| YTD | -15.3% | -20.2% | +4.9% | -15.3% |
| 1Y | -11.1% | -26.5% | +15.4% | -11.1% |
| 3Y | +52.0% | -45.2% | +97.1% | +51.3% |
| 5Y | +40.9% | -88.4% | +129.4% | +33.0% |
| All | +398.3% | -86.4% | +484.7% | +413.3% |
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