+130.0%
TTWO vs TW
+206.7%
-76.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +0.4% | -4.5% | +4.8% | +1.5% |
| 30D | -11.3% | -2.3% | -9.1% | -10.8% |
| 3M | +1.6% | +2.6% | -1.0% | +0.5% |
| 6M | +2.1% | -17.5% | +19.6% | +6.7% |
| YTD | -15.8% | -5.3% | -10.5% | -15.4% |
| 1Y | -12.6% | -14.8% | +2.2% | -9.8% |
| 3Y | +48.2% | +18.8% | +29.4% | +37.4% |
| 5Y | +40.0% | +20.7% | +19.2% | +26.5% |
| All | +130.0% | +206.7% | -76.8% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling