+606.1%
COST vs TTWO
+406.5%
+199.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -4.7% | -11.3% | +6.6% | -2.7% |
| 3M | -7.1% | +1.6% | -8.7% | -7.7% |
| 6M | -8.5% | +2.1% | -10.6% | -9.4% |
| YTD | +5.4% | -15.8% | +21.2% | +7.9% |
| 1Y | -5.6% | -12.6% | +7.0% | -4.3% |
| 3Y | +68.5% | +48.2% | +20.3% | +52.0% |
| 5Y | +105.2% | +40.0% | +65.3% | +83.2% |
| All | +606.1% | +406.5% | +199.6% | +489.3% |
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