+5,346.0%
TTWO vs TXT
+331.0%
+5,015.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -13.5% | -11.1% | -2.4% | -10.7% |
| 3M | +0.3% | -13.0% | +13.3% | +3.9% |
| 6M | +0.8% | -16.2% | +17.0% | +5.0% |
| YTD | -16.7% | -8.7% | -8.0% | -15.6% |
| 1Y | -14.3% | -3.8% | -10.5% | -14.6% |
| 3Y | +49.4% | +5.5% | +43.9% | +42.9% |
| 5Y | +33.8% | +12.3% | +21.5% | +24.5% |
| 10Y | +392.8% | +97.4% | +295.4% | +257.5% |
| All | +5,346.0% | +331.0% | +5,015.1% | +2,267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling