+394.9%
TTWO vs TT
+961.2%
-566.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +0.4% | -1.2% | +1.6% | +0.7% |
| 30D | -11.3% | -7.3% | -4.0% | -9.5% |
| 3M | +1.6% | -3.6% | +5.2% | +2.3% |
| 6M | +2.1% | +2.8% | -0.7% | +0.4% |
| YTD | -15.8% | +14.5% | -30.3% | -20.1% |
| 1Y | -12.6% | +7.4% | -20.0% | -15.6% |
| 3Y | +48.2% | +116.2% | -68.0% | +13.2% |
| 5Y | +40.0% | +147.4% | -107.4% | +0.2% |
| All | +394.9% | +961.2% | -566.4% | +119.2% |
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