+48.2%
TTWO vs WPM
+267.3%
-219.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +0.4% | -0.6% | +0.9% | +0.4% |
| 30D | -11.3% | +14.4% | -25.7% | -13.4% |
| 3M | +1.6% | +37.0% | -35.4% | -3.7% |
| 6M | +2.1% | +4.1% | -2.0% | +0.8% |
| YTD | -15.8% | +31.7% | -47.6% | -20.5% |
| 1Y | -12.6% | +44.2% | -56.8% | -19.1% |
| 3Y | +48.2% | +265.5% | -217.3% | +12.3% |
| All | +48.2% | +267.3% | -219.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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