-10.8%
TTWO vs TPR
+18.2%
-28.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -8.8% | -2.7% | -6.1% | -8.7% |
| 30D | -8.6% | -23.3% | +14.7% | -8.0% |
| 3M | -0.9% | -12.8% | +11.9% | -0.4% |
| 6M | -0.5% | -21.7% | +21.2% | +0.3% |
| YTD | -16.1% | -3.9% | -12.3% | -15.3% |
| 1Y | -10.8% | +16.9% | -27.7% | -10.1% |
| All | -10.8% | +18.2% | -28.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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