+2,077.4%
TTWO vs TMF
-68.9%
+2,146.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -8.8% | -1.4% | -7.4% | -8.9% |
| 30D | -8.6% | -2.8% | -5.8% | -8.8% |
| 3M | -0.9% | -10.9% | +10.0% | -1.8% |
| 6M | -0.5% | -21.3% | +20.8% | -2.4% |
| YTD | -16.1% | -15.9% | -0.3% | -17.2% |
| 1Y | -10.8% | -15.7% | +5.0% | -11.8% |
| 3Y | +51.4% | -43.4% | +94.7% | +45.9% |
| 5Y | +33.7% | -87.8% | +121.5% | +9.6% |
| 10Y | +380.3% | -86.7% | +467.0% | +326.4% |
| All | +2,077.4% | -68.9% | +2,146.2% | +2,494.5% |
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