+394.9%
TTWO vs USFR
+28.1%
+366.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.6% |
| 7D | +0.4% | +0.1% | +0.2% | +0.5% |
| 30D | -11.3% | +0.4% | -11.7% | -11.1% |
| 3M | +1.6% | +1.0% | +0.6% | +2.3% |
| 6M | +2.1% | +2.0% | +0.1% | +3.4% |
| YTD | -15.8% | +2.8% | -18.6% | -14.4% |
| 1Y | -12.6% | +4.1% | -16.7% | -10.4% |
| 3Y | +48.2% | +14.1% | +34.1% | +60.5% |
| 5Y | +40.0% | +20.6% | +19.4% | +57.1% |
| All | +394.9% | +28.1% | +366.7% | +472.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling