+34.5%
TTWO vs TPR
+225.0%
-190.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.3% |
| 7D | -2.3% | -7.3% | +5.0% | -0.8% |
| 30D | -16.7% | -30.7% | +14.0% | -10.6% |
| 3M | -0.4% | -21.6% | +21.2% | +4.1% |
| 6M | -1.6% | -21.3% | +19.7% | +2.0% |
| YTD | -17.5% | -10.2% | -7.4% | -17.3% |
| 1Y | -14.8% | +9.5% | -24.3% | -19.0% |
| 3Y | +47.9% | +280.8% | -232.9% | -3.6% |
| 5Y | +34.5% | +218.7% | -184.2% | -11.2% |
| All | +34.5% | +225.0% | -190.5% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling