+467.1%
AXP vs TTWO
+390.3%
+76.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | -5.0% | -16.7% | +11.7% | -1.5% |
| 3M | +1.4% | -0.4% | +1.8% | +1.1% |
| 6M | +6.0% | -1.6% | +7.6% | +5.8% |
| YTD | -12.3% | -17.5% | +5.2% | -9.5% |
| 1Y | +0.3% | -14.8% | +15.1% | +2.7% |
| 3Y | +111.7% | +47.9% | +63.8% | +92.2% |
| 5Y | +114.5% | +34.5% | +80.1% | +92.9% |
| 10Y | +467.1% | +394.0% | +73.0% | +300.7% |
| All | +467.1% | +390.3% | +76.7% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling