+40.9%
TTWO vs Z
-66.6%
+107.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.5% | +3.4% |
| 7D | +1.3% | -11.6% | +12.9% | +4.0% |
| 30D | -13.4% | -8.5% | -4.9% | -12.0% |
| 3M | +3.1% | -7.9% | +11.0% | +4.2% |
| 6M | +3.8% | -29.1% | +32.8% | +10.5% |
| YTD | -15.3% | -54.2% | +38.9% | -0.8% |
| 1Y | -11.1% | -63.5% | +52.4% | +8.9% |
| 3Y | +52.0% | -38.6% | +90.6% | +58.6% |
| 5Y | +40.9% | -66.0% | +106.9% | +42.5% |
| All | +40.9% | -66.6% | +107.5% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling