-17.2%
TTWO vs TRI
-22.4%
+5.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.4% | +0.7% | +5.7% |
| 7D | +7.0% | +1.0% | +6.0% | +6.4% |
| 30D | +2.7% | +20.8% | -18.1% | -2.1% |
| 3M | -13.0% | +8.1% | -21.1% | -15.4% |
| 6M | -7.2% | +24.2% | -31.4% | -13.1% |
| YTD | -18.4% | -7.8% | -10.6% | -19.8% |
| 1Y | -17.2% | -16.7% | -0.6% | -17.0% |
| All | -17.2% | -22.4% | +5.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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