+48.2%
TTWO vs TSEM
+645.3%
-597.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.8% |
| 7D | +0.4% | -4.9% | +5.2% | +0.7% |
| 30D | -11.3% | -18.7% | +7.4% | -10.1% |
| 3M | +1.6% | -18.1% | +19.7% | +2.2% |
| 6M | +2.1% | +77.1% | -75.0% | -6.8% |
| YTD | -15.8% | +80.1% | -96.0% | -23.9% |
| 1Y | -12.6% | +220.4% | -233.0% | -27.7% |
| 3Y | +48.2% | +650.1% | -601.9% | -0.6% |
| All | +48.2% | +645.3% | -597.1% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling