+2,450.9%
TTWO vs TPR
+7,380.8%
-4,929.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -8.8% | -2.3% | -6.5% | -8.2% |
| 30D | -8.6% | -23.0% | +14.4% | -2.7% |
| 3M | -0.9% | -12.5% | +11.6% | +1.9% |
| 6M | -0.5% | -21.4% | +20.9% | +4.3% |
| YTD | -16.1% | -3.5% | -12.6% | -17.1% |
| 1Y | -10.8% | +17.4% | -28.1% | -16.9% |
| 3Y | +51.4% | +291.3% | -239.9% | -2.0% |
| 5Y | +33.7% | +241.9% | -208.2% | -13.2% |
| 10Y | +380.3% | +322.7% | +57.6% | +146.2% |
| All | +2,450.9% | +7,380.8% | -4,929.8% | +308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling