+48.2%
TTWO vs TT
+119.8%
-71.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | -11.3% | -7.3% | -4.0% | -10.2% |
| 3M | +1.6% | -3.6% | +5.2% | +2.0% |
| 6M | +2.1% | +2.8% | -0.7% | +0.9% |
| YTD | -15.8% | +14.5% | -30.3% | -18.9% |
| 1Y | -12.6% | +7.4% | -20.0% | -14.6% |
| 3Y | +48.2% | +116.2% | -68.0% | +27.6% |
| All | +48.2% | +119.8% | -71.6% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling