+24,579.9%
ASML vs TTWO
+5,556.7%
+19,023.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +7.1% |
| 7D | -0.8% | +8.0% | -8.8% | -3.0% |
| 30D | -14.9% | -2.8% | -12.1% | -14.6% |
| 3M | -13.0% | -15.9% | +2.9% | -9.8% |
| 6M | -4.7% | -5.9% | +1.2% | -4.6% |
| YTD | +42.3% | -19.0% | +61.3% | +47.2% |
| 1Y | +49.7% | -10.6% | +60.3% | +51.0% |
| 3Y | +144.3% | +41.7% | +102.5% | +117.0% |
| 5Y | +86.4% | +11.0% | +75.3% | +73.9% |
| 10Y | +1,504.8% | +323.3% | +1,181.6% | +960.9% |
| All | +24,579.9% | +5,556.7% | +19,023.2% | +6,421.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling