-10.8%
TTWO vs WY
-4.5%
-6.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.4% |
| 7D | -8.8% | -1.7% | -7.1% | -9.1% |
| 30D | -8.6% | -10.1% | +1.5% | -10.2% |
| 3M | -0.9% | -5.1% | +4.2% | -1.6% |
| 6M | -0.5% | -4.8% | +4.3% | -1.0% |
| YTD | -16.1% | -0.2% | -15.9% | -16.4% |
| 1Y | -10.8% | -6.6% | -4.2% | -10.1% |
| All | -10.8% | -4.5% | -6.3% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling