+382.4%
TTWO vs WM
+332.5%
+49.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.7% | +2.6% |
| 7D | +10.7% | +0.8% | +10.0% | +10.5% |
| 30D | +10.8% | +13.8% | -3.0% | +6.5% |
| 3M | -7.7% | +6.4% | -14.1% | -9.5% |
| 6M | +4.4% | +13.2% | -8.8% | +0.1% |
| YTD | -9.7% | +10.8% | -20.4% | -13.0% |
| 1Y | -3.9% | +20.2% | -24.1% | -10.0% |
| 3Y | +56.4% | +46.5% | +10.0% | +34.6% |
| 5Y | +24.6% | +61.3% | -36.7% | +2.1% |
| 10Y | +382.4% | +324.8% | +57.6% | +142.2% |
| All | +382.4% | +332.5% | +49.9% | +142.2% |
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