+1,717.2%
TTWO vs TRI
+499.2%
+1,218.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.3% |
| 7D | +1.3% | -14.4% | +15.7% | +8.3% |
| 30D | -13.4% | -8.1% | -5.3% | -10.7% |
| 3M | +3.1% | +17.5% | -14.5% | -6.5% |
| 6M | +3.8% | -5.0% | +8.7% | +2.5% |
| YTD | -15.3% | -24.7% | +9.4% | -7.8% |
| 1Y | -11.1% | -41.5% | +30.4% | +8.7% |
| 3Y | +52.0% | -20.3% | +72.3% | +55.8% |
| 5Y | +40.9% | -10.9% | +51.9% | +35.5% |
| 10Y | +407.6% | +190.6% | +217.0% | +163.3% |
| All | +1,717.2% | +499.2% | +1,218.0% | +602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling