+859.7%
TTWO vs W
+176.2%
+683.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | 0.0% |
| 7D | -8.8% | -4.2% | -4.6% | -8.3% |
| 30D | -8.6% | -7.6% | -1.0% | -7.8% |
| 3M | -0.9% | +37.2% | -38.1% | -5.6% |
| 6M | -0.5% | +26.3% | -26.8% | -4.9% |
| YTD | -16.1% | -1.0% | -15.2% | -17.7% |
| 1Y | -10.8% | +20.1% | -30.9% | -15.3% |
| 3Y | +51.4% | +37.8% | +13.6% | +33.1% |
| 5Y | +33.7% | -63.7% | +97.4% | +25.6% |
| 10Y | +380.3% | +156.3% | +224.0% | +241.9% |
| All | +859.7% | +176.2% | +683.5% | +587.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling