+269.3%
C vs TTWO
+49.4%
+219.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +3.2% | -1.6% | +4.7% | +3.6% |
| 30D | +1.3% | -13.5% | +14.8% | +4.8% |
| 3M | +3.1% | +0.3% | +2.8% | +2.6% |
| 6M | +29.6% | +0.8% | +28.8% | +28.3% |
| YTD | +19.0% | -16.7% | +35.6% | +23.1% |
| 1Y | +45.6% | -14.3% | +59.9% | +49.4% |
| 3Y | +269.3% | +49.4% | +219.9% | +228.6% |
| All | +269.3% | +49.4% | +219.9% | +228.6% |
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