+276.5%
ADP vs TTWO
+406.5%
-130.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -3.4% | +0.4% | -3.7% | -3.4% |
| 30D | -0.4% | -11.3% | +10.9% | +2.2% |
| 3M | +19.7% | +1.6% | +18.1% | +18.8% |
| 6M | +27.9% | +2.1% | +25.9% | +26.6% |
| YTD | +5.9% | -15.8% | +21.8% | +9.2% |
| 1Y | -7.5% | -12.6% | +5.1% | -5.7% |
| 3Y | +15.4% | +48.2% | -32.8% | +2.6% |
| 5Y | +48.4% | +40.0% | +8.4% | +29.9% |
| All | +276.5% | +406.5% | -130.0% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling