+394.9%
TTWO vs TTMI
+1,127.6%
-732.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.0% | -1.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -11.3% | -8.4% | -2.9% | -10.7% |
| 3M | +1.6% | -32.5% | +34.1% | +5.3% |
| 6M | +2.1% | +32.5% | -30.4% | -5.4% |
| YTD | -15.8% | +83.2% | -99.1% | -26.7% |
| 1Y | -12.6% | +161.7% | -174.3% | -29.1% |
| 3Y | +48.2% | +890.1% | -841.9% | -8.1% |
| 5Y | +40.0% | +832.4% | -792.5% | -14.5% |
| All | +394.9% | +1,127.6% | -732.7% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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