+394.0%
TTWO vs WM
+303.2%
+90.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | -16.7% | -4.5% | -12.2% | -15.6% |
| 3M | -0.4% | -2.2% | +1.8% | -0.1% |
| 6M | -1.6% | -11.5% | +9.8% | +1.7% |
| YTD | -17.5% | -0.7% | -16.9% | -17.9% |
| 1Y | -14.8% | +0.3% | -15.2% | -15.6% |
| 3Y | +47.9% | +44.2% | +3.7% | +27.1% |
| 5Y | +34.5% | +51.6% | -17.2% | +11.7% |
| 10Y | +394.0% | +310.4% | +83.6% | +157.3% |
| All | +394.0% | +303.2% | +90.8% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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