+75.5%
ASML vs TTWO
+14.6%
+60.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.8% |
| 7D | -9.0% | +13.0% | -22.0% | -13.2% |
| 30D | -21.0% | +5.3% | -26.3% | -22.8% |
| 3M | -16.3% | -7.6% | -8.7% | -14.6% |
| 6M | -7.5% | -3.2% | -4.3% | -8.6% |
| YTD | +34.0% | -16.1% | +50.1% | +40.0% |
| 1Y | +39.3% | -14.9% | +54.2% | +44.3% |
| 3Y | +128.9% | +59.9% | +68.9% | +69.4% |
| All | +75.5% | +14.6% | +60.9% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling