-4.1%
TTWO vs TPR
+29.2%
-33.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +13.2% | +15.1% | -1.9% | +12.1% |
| 3M | -5.8% | +3.5% | -9.3% | -6.4% |
| 6M | +0.4% | +0.4% | -0.1% | +0.4% |
| YTD | -11.0% | +4.6% | -15.6% | -10.5% |
| 1Y | -4.1% | +33.1% | -37.2% | -7.7% |
| All | -4.1% | +29.2% | -33.3% | -7.7% |
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