+394.9%
TTWO vs TRU
+147.2%
+247.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | -11.3% | -2.0% | -9.3% | -11.0% |
| 3M | +1.6% | +18.4% | -16.8% | -4.1% |
| 6M | +2.1% | +8.9% | -6.8% | -1.6% |
| YTD | -15.8% | -8.9% | -6.9% | -14.8% |
| 1Y | -12.6% | -15.9% | +3.3% | -9.8% |
| 3Y | +48.2% | -1.1% | +49.3% | +37.7% |
| 5Y | +40.0% | -35.2% | +75.2% | +48.3% |
| All | +394.9% | +147.2% | +247.7% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling