-17.2%
TTWO vs TT
-6.5%
-10.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +7.1% |
| 7D | +7.0% | -8.5% | +15.4% | +6.6% |
| 30D | +2.7% | -12.8% | +15.5% | +2.1% |
| 3M | -13.0% | -12.9% | -0.2% | -13.4% |
| 6M | -7.2% | -15.2% | +8.0% | -7.7% |
| YTD | -18.4% | +6.2% | -24.6% | -16.8% |
| 1Y | -17.2% | -4.5% | -12.7% | -16.7% |
| All | -17.2% | -6.5% | -10.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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