+48.2%
TTWO vs WY
-24.8%
+73.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.4% | -4.2% | +4.5% | +0.6% |
| 30D | -11.3% | -10.1% | -1.2% | -10.7% |
| 3M | +1.6% | -8.5% | +10.1% | +2.1% |
| 6M | +2.1% | -3.3% | +5.4% | +1.9% |
| YTD | -15.8% | -4.4% | -11.4% | -16.2% |
| 1Y | -12.6% | -11.5% | -1.1% | -11.8% |
| 3Y | +48.2% | -24.3% | +72.5% | +54.3% |
| All | +48.2% | -24.8% | +73.0% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling