+5,291.1%
TTWO vs TRMB
+2,831.1%
+2,460.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -2.3% | -2.9% | +0.6% | -1.6% |
| 30D | -16.7% | -1.8% | -15.0% | -16.4% |
| 3M | -0.4% | +8.4% | -8.8% | -2.6% |
| 6M | -1.6% | -18.5% | +16.9% | +3.0% |
| YTD | -17.5% | -26.7% | +9.2% | -11.5% |
| 1Y | -14.8% | -28.3% | +13.5% | -8.3% |
| 3Y | +47.9% | +12.6% | +35.3% | +40.1% |
| 5Y | +34.5% | -38.7% | +73.2% | +45.3% |
| 10Y | +394.0% | +120.8% | +273.2% | +281.5% |
| All | +5,291.1% | +2,831.1% | +2,460.1% | +2,312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling