+40.9%
TTWO vs TXG
-62.8%
+103.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.1% |
| 7D | +0.4% | +9.5% | -9.1% | -0.8% |
| 30D | -11.3% | +18.8% | -30.1% | -13.4% |
| 3M | +1.6% | +136.1% | -134.5% | -9.6% |
| 6M | +2.1% | +235.2% | -233.2% | -14.0% |
| YTD | -15.8% | +320.5% | -336.4% | -31.3% |
| 1Y | -12.6% | +425.2% | -437.8% | -31.6% |
| 3Y | +48.2% | +42.9% | +5.3% | +35.7% |
| All | +40.9% | -62.8% | +103.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling