+40.9%
TTWO vs TXT
+10.7%
+30.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +3.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -13.4% | -10.2% | -3.2% | -10.8% |
| 3M | +3.1% | -13.3% | +16.4% | +6.8% |
| 6M | +3.8% | -14.4% | +18.1% | +7.4% |
| YTD | -15.3% | -9.1% | -6.2% | -14.5% |
| 1Y | -11.1% | -2.2% | -8.9% | -12.8% |
| 3Y | +52.0% | +5.1% | +46.9% | +40.3% |
| 5Y | +40.9% | +12.8% | +28.1% | +23.1% |
| All | +40.9% | +10.7% | +30.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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