+40.9%
TTWO vs USFR
+20.6%
+20.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.4% | +0.1% | +0.2% | +0.4% |
| 30D | -11.3% | +0.4% | -11.7% | -11.3% |
| 3M | +1.6% | +1.0% | +0.6% | +1.7% |
| 6M | +2.1% | +2.0% | +0.1% | +2.4% |
| YTD | -15.8% | +2.8% | -18.6% | -15.7% |
| 1Y | -12.6% | +4.1% | -16.7% | -12.7% |
| 3Y | +48.2% | +14.1% | +34.1% | +45.5% |
| All | +40.9% | +20.6% | +20.3% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling