+48.2%
TTWO vs TW
+19.1%
+29.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +0.4% | -4.5% | +4.8% | +1.2% |
| 30D | -11.3% | -2.3% | -9.1% | -11.0% |
| 3M | +1.6% | +2.6% | -1.0% | +0.9% |
| 6M | +2.1% | -17.5% | +19.6% | +5.5% |
| YTD | -15.8% | -5.3% | -10.5% | -15.1% |
| 1Y | -12.6% | -14.8% | +2.2% | -9.9% |
| 3Y | +48.2% | +18.8% | +29.4% | +54.0% |
| All | +48.2% | +19.1% | +29.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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