-11.1%
TTWO vs TPR
+9.7%
-20.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.7% |
| 7D | +1.3% | -5.1% | +6.5% | +1.5% |
| 30D | -13.4% | -27.6% | +14.2% | -12.7% |
| 3M | +3.1% | -17.5% | +20.6% | +3.8% |
| 6M | +3.8% | -21.3% | +25.1% | +4.5% |
| YTD | -15.3% | -8.5% | -6.8% | -14.3% |
| 1Y | -11.1% | +11.5% | -22.6% | -9.8% |
| All | -11.1% | +9.7% | -20.8% | -9.8% |
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