+54.1%
TTWO vs WM
+46.5%
+7.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.7% | +2.8% |
| 7D | +10.7% | +0.8% | +10.0% | +10.6% |
| 30D | +10.8% | +13.8% | -3.0% | +8.9% |
| 3M | -7.7% | +6.4% | -14.1% | -8.5% |
| 6M | +4.4% | +13.2% | -8.8% | +2.5% |
| YTD | -9.7% | +10.8% | -20.4% | -11.0% |
| 1Y | -3.9% | +20.2% | -24.1% | -6.5% |
| All | +54.1% | +46.5% | +7.7% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling