+368.6%
ASX vs TTWO
+54.3%
+314.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +12.4% | +6.0% | +6.4% | +11.3% |
| 30D | -19.8% | +13.2% | -33.0% | -21.7% |
| 3M | -10.3% | -5.8% | -4.5% | -8.9% |
| 6M | +1.2% | +0.4% | +0.9% | +0.2% |
| YTD | +123.0% | -11.0% | +134.0% | +129.4% |
| 1Y | +145.4% | -4.1% | +149.5% | +145.1% |
| 3Y | +368.6% | +51.8% | +316.8% | +278.9% |
| All | +368.6% | +54.3% | +314.3% | +278.9% |
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 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