+1,767.1%
ASML vs TTWO
+390.3%
+1,376.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +2.8% | -2.3% | +5.1% | +3.7% |
| 30D | -0.2% | -16.7% | +16.5% | +6.9% |
| 3M | -2.6% | -0.4% | -2.2% | -3.5% |
| 6M | +27.9% | -1.6% | +29.5% | +26.1% |
| YTD | +62.4% | -17.5% | +80.0% | +71.4% |
| 1Y | +116.2% | -14.8% | +131.0% | +124.6% |
| 3Y | +182.4% | +47.9% | +134.5% | +127.9% |
| 5Y | +112.4% | +34.5% | +77.9% | +72.7% |
| 10Y | +1,767.1% | +394.0% | +1,373.1% | +958.1% |
| All | +1,767.1% | +390.3% | +1,376.7% | +958.1% |
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