+40.9%
TTWO vs TRMB
-39.0%
+79.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +0.4% | -3.0% | +3.4% | +1.4% |
| 30D | -11.3% | +2.3% | -13.7% | -12.1% |
| 3M | +1.6% | +15.3% | -13.7% | -3.5% |
| 6M | +2.1% | -14.7% | +16.8% | +7.1% |
| YTD | -15.8% | -26.4% | +10.6% | -7.4% |
| 1Y | -12.6% | -30.4% | +17.8% | -2.3% |
| 3Y | +48.2% | +13.5% | +34.7% | +34.5% |
| All | +40.9% | -39.0% | +79.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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