+40.9%
TTWO vs W
-63.9%
+104.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.4% | +3.1% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | -13.4% | -5.6% | -7.8% | -12.9% |
| 3M | +3.1% | +41.9% | -38.8% | -2.1% |
| 6M | +3.8% | +30.2% | -26.5% | -1.0% |
| YTD | -15.3% | -2.9% | -12.3% | -16.6% |
| 1Y | -11.1% | +11.6% | -22.7% | -14.7% |
| 3Y | +52.0% | +37.0% | +15.0% | +34.2% |
| 5Y | +40.9% | -62.8% | +103.8% | +30.3% |
| All | +40.9% | -63.9% | +104.8% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling