+201.4%
B vs TTWO
+406.5%
-205.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +6.3% | -11.3% | +17.7% | +8.1% |
| 3M | +12.1% | +1.6% | +10.5% | +11.5% |
| 6M | -3.1% | +2.1% | -5.2% | -4.0% |
| YTD | +2.0% | -15.8% | +17.8% | +3.9% |
| 1Y | +51.7% | -12.6% | +64.3% | +53.7% |
| 3Y | +190.5% | +48.2% | +142.3% | +173.0% |
| 5Y | +158.0% | +40.0% | +118.0% | +139.7% |
| All | +201.4% | +406.5% | -205.1% | +162.8% |
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