+390.0%
TTWO vs TT
+725.1%
-335.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +6.0% | +4.0% | +2.0% | +4.9% |
| 30D | +13.2% | -11.3% | +24.5% | +16.5% |
| 3M | -5.8% | -12.3% | +6.5% | -2.9% |
| 6M | +0.4% | -10.8% | +11.2% | +2.6% |
| YTD | -11.0% | +8.2% | -19.2% | -14.7% |
| 1Y | -4.1% | +1.5% | -5.6% | -6.3% |
| 3Y | +51.8% | +91.5% | -39.7% | +19.5% |
| 5Y | +21.3% | +130.2% | -108.9% | -12.2% |
| All | +390.0% | +725.1% | -335.0% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling