+204.4%
B vs TTWO
+5,755.5%
-5,551.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | -8.8% | +7.2% | -1.0% |
| 30D | +9.4% | -8.6% | +18.0% | +10.0% |
| 3M | +5.0% | -0.9% | +5.9% | +4.9% |
| 6M | -3.5% | -0.5% | -3.0% | -3.7% |
| YTD | +4.5% | -16.1% | +20.6% | +5.4% |
| 1Y | +67.8% | -10.8% | +78.6% | +68.6% |
| 3Y | +196.7% | +51.4% | +145.3% | +188.5% |
| 5Y | +151.9% | +33.7% | +118.2% | +144.8% |
| 10Y | +202.2% | +380.3% | -178.1% | +173.2% |
| All | +204.4% | +5,755.5% | -5,551.2% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling