-12.6%
TTWO vs TPG
-16.9%
+4.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +0.4% | -9.4% | +9.8% | +1.9% |
| 30D | -11.3% | -5.3% | -6.1% | -10.8% |
| 3M | +1.6% | +12.9% | -11.3% | -1.3% |
| 6M | +2.1% | +20.1% | -18.0% | -1.9% |
| YTD | -15.8% | -22.5% | +6.7% | -15.9% |
| 1Y | -12.6% | -19.7% | +7.1% | -13.1% |
| All | -12.6% | -16.9% | +4.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling