+175.6%
ASML vs TTWO
+52.5%
+123.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | -8.8% | +9.9% | +3.5% |
| 30D | +2.2% | -8.6% | +10.8% | +4.4% |
| 3M | -2.3% | -0.9% | -1.4% | -3.0% |
| 6M | +23.0% | -0.5% | +23.5% | +20.9% |
| YTD | +61.1% | -16.1% | +77.2% | +68.4% |
| 1Y | +129.1% | -10.8% | +139.9% | +133.1% |
| All | +175.6% | +52.5% | +123.1% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling