+123.1%
ASML vs TTWO
-11.8%
+134.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +6.0% | -1.6% | +7.6% | +6.1% |
| 30D | +1.4% | -13.5% | +14.8% | +2.3% |
| 3M | +1.0% | +0.3% | +0.7% | +0.3% |
| 6M | +37.0% | +0.8% | +36.1% | +34.6% |
| YTD | +65.8% | -16.7% | +82.4% | +73.9% |
| 1Y | +123.1% | -14.3% | +137.4% | +133.8% |
| All | +123.1% | -11.8% | +134.9% | +133.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling