+403.0%
AXP vs TTWO
+368.7%
+34.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -2.1% | +6.4% | -8.5% | -3.5% |
| 30D | +2.7% | +13.3% | -10.6% | -0.2% |
| 3M | -7.3% | -6.6% | -0.7% | -6.3% |
| 6M | +1.8% | +0.4% | +1.4% | +1.0% |
| YTD | -13.1% | -11.4% | -1.7% | -11.8% |
| 1Y | -13.7% | -5.6% | -8.1% | -13.6% |
| 3Y | +113.1% | +53.5% | +59.6% | +91.3% |
| 5Y | +85.9% | +20.8% | +65.1% | +69.6% |
| All | +403.0% | +368.7% | +34.3% | +234.8% |
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