+27,831.5%
ASML vs TTWO
+5,755.5%
+22,075.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | -8.8% | +9.9% | +3.4% |
| 30D | +2.2% | -8.6% | +10.8% | +4.4% |
| 3M | -2.3% | -0.9% | -1.4% | -2.6% |
| 6M | +23.0% | -0.5% | +23.5% | +21.8% |
| YTD | +61.1% | -16.1% | +77.2% | +66.1% |
| 1Y | +129.1% | -10.8% | +139.9% | +132.4% |
| 3Y | +165.4% | +51.4% | +114.0% | +133.1% |
| 5Y | +109.5% | +33.7% | +75.7% | +87.7% |
| 10Y | +1,645.7% | +380.3% | +1,265.4% | +1,025.3% |
| All | +27,831.5% | +5,755.5% | +22,075.9% | +7,261.9% |
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 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