+5,381.8%
TTWO vs TT
+7,800.2%
-2,418.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | -8.8% | 0.0% | -8.8% | -8.8% |
| 30D | -8.6% | -7.2% | -1.4% | -6.2% |
| 3M | -0.9% | -3.0% | +2.1% | -0.3% |
| 6M | -0.5% | +1.4% | -1.9% | -2.1% |
| YTD | -16.1% | +15.9% | -32.0% | -21.8% |
| 1Y | -10.8% | +9.4% | -20.2% | -15.3% |
| 3Y | +51.4% | +124.4% | -73.0% | +7.6% |
| 5Y | +33.7% | +138.0% | -104.3% | -8.7% |
| 10Y | +380.3% | +886.4% | -506.1% | +80.8% |
| All | +5,381.8% | +7,800.2% | -2,418.4% | +1,171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling