+111.1%
AXP vs TTWO
+47.8%
+63.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -2.5% | -2.3% | -0.2% | -1.9% |
| 30D | -5.0% | -16.7% | +11.7% | -0.9% |
| 3M | +1.4% | -0.4% | +1.8% | +0.9% |
| 6M | +6.0% | -1.6% | +7.6% | +5.5% |
| YTD | -12.3% | -17.5% | +5.2% | -9.1% |
| 1Y | +0.3% | -14.8% | +15.1% | +2.9% |
| All | +111.1% | +47.8% | +63.4% | +88.7% |
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 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