+5,439.7%
TTWO vs WY
+260.1%
+5,179.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.4% | +3.6% |
| 7D | +1.3% | -3.7% | +5.0% | +2.5% |
| 30D | -13.4% | -11.3% | -2.1% | -10.1% |
| 3M | +3.1% | -8.1% | +11.2% | +5.3% |
| 6M | +3.8% | -7.4% | +11.2% | +5.3% |
| YTD | -15.3% | -4.7% | -10.6% | -15.2% |
| 1Y | -11.1% | -9.2% | -1.9% | -10.0% |
| 3Y | +52.0% | -24.7% | +76.7% | +60.5% |
| 5Y | +40.9% | -21.6% | +62.5% | +45.0% |
| 10Y | +407.6% | +6.7% | +401.0% | +324.3% |
| All | +5,439.7% | +260.1% | +5,179.6% | +2,542.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling