+2,094.2%
TTWO vs TNA
+924.1%
+1,170.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.4% | -7.3% | +7.6% | +2.1% |
| 30D | -11.3% | -14.2% | +2.8% | -8.3% |
| 3M | +1.6% | -4.6% | +6.2% | +2.2% |
| 6M | +2.1% | +36.9% | -34.9% | -7.0% |
| YTD | -15.8% | +42.5% | -58.4% | -24.4% |
| 1Y | -12.6% | +45.8% | -58.4% | -22.8% |
| 3Y | +48.2% | +104.7% | -56.4% | +9.3% |
| 5Y | +40.0% | -21.7% | +61.7% | +18.1% |
| 10Y | +404.1% | +83.8% | +320.3% | +149.7% |
| All | +2,094.2% | +924.1% | +1,170.1% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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