+394.9%
TTWO vs TPR
+327.7%
+67.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -1.0% |
| 7D | +0.4% | -3.0% | +3.4% | +0.7% |
| 30D | -11.3% | -22.6% | +11.3% | -8.6% |
| 3M | +1.6% | -18.2% | +19.8% | +3.9% |
| 6M | +2.1% | -18.0% | +20.1% | +4.0% |
| YTD | -15.8% | -6.4% | -9.4% | -15.9% |
| 1Y | -12.6% | +12.3% | -24.9% | -15.0% |
| 3Y | +48.2% | +298.7% | -250.5% | +20.1% |
| 5Y | +40.0% | +232.5% | -192.5% | +14.3% |
| All | +394.9% | +327.7% | +67.1% | +307.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling