+5,694.8%
TTWO vs WM
+1,276.7%
+4,418.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.4% |
| 7D | +6.4% | +1.2% | +5.2% | +6.0% |
| 30D | +13.3% | +15.2% | -1.9% | +8.6% |
| 3M | -6.6% | +8.3% | -14.9% | -8.9% |
| 6M | +0.4% | +13.1% | -12.7% | -3.6% |
| YTD | -11.4% | +12.5% | -23.9% | -14.9% |
| 1Y | -5.6% | +21.8% | -27.4% | -11.6% |
| 3Y | +53.5% | +48.8% | +4.7% | +33.9% |
| 5Y | +20.8% | +62.1% | -41.2% | +1.6% |
| 10Y | +373.3% | +331.5% | +41.8% | +191.2% |
| All | +5,694.8% | +1,276.7% | +4,418.1% | +2,661.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling