+853.5%
TTWO vs W
+177.7%
+675.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.6% | +6.5% | -8.1% | -2.3% |
| 30D | -13.5% | -6.2% | -7.3% | -12.9% |
| 3M | +0.3% | +48.9% | -48.5% | -5.4% |
| 6M | +0.8% | +31.2% | -30.3% | -4.0% |
| YTD | -16.7% | -0.4% | -16.3% | -18.3% |
| 1Y | -14.3% | +14.8% | -29.1% | -18.1% |
| 3Y | +49.4% | +40.5% | +8.9% | +31.1% |
| 5Y | +33.8% | -62.1% | +95.9% | +25.0% |
| 10Y | +392.8% | +141.5% | +251.3% | +251.5% |
| All | +853.5% | +177.7% | +675.8% | +582.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded W 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling