+2,201.7%
TTWO vs TMF
-71.6%
+2,273.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.6% | -2.3% |
| 7D | +6.4% | -8.2% | +14.5% | +5.7% |
| 30D | +13.3% | +5.3% | +7.9% | +13.8% |
| 3M | -6.6% | -8.5% | +1.9% | -7.2% |
| 6M | +0.4% | -17.2% | +17.6% | -1.0% |
| YTD | -11.4% | -23.4% | +12.0% | -13.1% |
| 1Y | -5.6% | -30.2% | +24.7% | -8.2% |
| 3Y | +53.5% | -32.9% | +86.4% | +50.7% |
| 5Y | +20.8% | -88.5% | +109.4% | -1.6% |
| 10Y | +373.3% | -82.2% | +455.5% | +346.7% |
| All | +2,201.7% | -71.6% | +2,273.4% | +2,622.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling