+48.2%
TTWO vs TSN
+13.0%
+35.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +0.4% | +3.0% | -2.7% | 0.0% |
| 30D | -11.3% | -4.2% | -7.1% | -10.9% |
| 3M | +1.6% | -3.9% | +5.5% | +2.1% |
| 6M | +2.1% | -9.8% | +11.9% | +3.1% |
| YTD | -15.8% | -7.3% | -8.6% | -15.1% |
| 1Y | -12.6% | -2.2% | -10.4% | -12.2% |
| 3Y | +48.2% | +11.9% | +36.3% | +42.3% |
| All | +48.2% | +13.0% | +35.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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