+71.9%
TTWO vs TXG
+22.9%
+48.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +2.9% |
| 7D | +1.3% | +5.0% | -3.7% | +0.7% |
| 30D | -13.4% | +13.5% | -26.9% | -15.0% |
| 3M | +3.1% | +128.0% | -124.9% | -8.0% |
| 6M | +3.8% | +224.4% | -220.7% | -12.3% |
| YTD | -15.3% | +307.0% | -322.2% | -30.6% |
| 1Y | -11.1% | +427.2% | -438.3% | -30.5% |
| 3Y | +52.0% | +40.2% | +11.8% | +37.0% |
| 5Y | +40.9% | -64.0% | +105.0% | +44.5% |
| All | +71.9% | +22.9% | +48.9% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling