+156.7%
B vs TTWO
+41.7%
+115.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.0% |
| 7D | -5.0% | +1.3% | -6.3% | -5.3% |
| 30D | +8.7% | -13.4% | +22.1% | +11.2% |
| 3M | +17.3% | +3.1% | +14.2% | +16.1% |
| 6M | -5.0% | +3.8% | -8.8% | -6.4% |
| YTD | +1.4% | -15.3% | +16.7% | +3.4% |
| 1Y | +50.5% | -11.1% | +61.6% | +52.2% |
| 3Y | +194.4% | +52.0% | +142.4% | +176.0% |
| 5Y | +156.7% | +40.9% | +115.7% | +129.9% |
| All | +156.7% | +41.7% | +115.0% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling