+5,291.1%
TTWO vs TSEM
+42.9%
+5,248.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -2.3% | +4.7% | -7.0% | -2.9% |
| 30D | -16.7% | -14.2% | -2.5% | -15.3% |
| 3M | -0.4% | -5.0% | +4.6% | -1.3% |
| 6M | -1.6% | +87.6% | -89.2% | -11.9% |
| YTD | -17.5% | +84.4% | -102.0% | -26.4% |
| 1Y | -14.8% | +235.4% | -250.2% | -29.9% |
| 3Y | +47.9% | +668.0% | -620.1% | +7.3% |
| 5Y | +34.5% | +644.7% | -610.3% | -3.4% |
| 10Y | +394.0% | +1,326.7% | -932.7% | +220.4% |
| All | +5,291.1% | +42.9% | +5,248.3% | +3,650.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling