-12.6%
TTWO vs TSEM
+212.9%
-225.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.7% |
| 7D | +0.4% | -4.9% | +5.2% | +0.5% |
| 30D | -11.3% | -18.7% | +7.4% | -11.0% |
| 3M | +1.6% | -18.1% | +19.7% | +1.7% |
| 6M | +2.1% | +77.1% | -75.0% | -3.0% |
| YTD | -15.8% | +80.1% | -96.0% | -20.5% |
| 1Y | -12.6% | +220.4% | -233.0% | -21.8% |
| All | -12.6% | +212.9% | -225.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling