+579.5%
TTWO vs Z
+17.0%
+562.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | +0.7% |
| 7D | -1.6% | -3.3% | +1.7% | -1.0% |
| 30D | -13.5% | -3.7% | -9.8% | -13.1% |
| 3M | +0.3% | -7.0% | +7.3% | +1.2% |
| 6M | +0.8% | -29.5% | +30.4% | +7.3% |
| YTD | -16.7% | -52.6% | +35.9% | -4.0% |
| 1Y | -14.3% | -64.0% | +49.7% | +4.1% |
| 3Y | +49.4% | -36.4% | +85.8% | +54.9% |
| 5Y | +33.8% | -65.8% | +99.5% | +47.7% |
| 10Y | +392.8% | -5.8% | +398.6% | +296.0% |
| All | +579.5% | +17.0% | +562.4% | +396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded Z 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling