+48.2%
TTWO vs TRI
-18.9%
+67.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +0.4% | -7.9% | +8.2% | +2.2% |
| 30D | -11.3% | -4.5% | -6.8% | -10.8% |
| 3M | +1.6% | +22.1% | -20.5% | -4.8% |
| 6M | +2.1% | -2.8% | +4.8% | +1.4% |
| YTD | -15.8% | -23.4% | +7.6% | -12.1% |
| 1Y | -12.6% | -41.5% | +28.9% | -2.1% |
| 3Y | +48.2% | -19.2% | +67.4% | +42.9% |
| All | +48.2% | -18.9% | +67.1% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling