+9,811.7%
COST vs TTWO
+5,817.5%
+3,994.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -2.5% | +1.3% | -3.8% | -2.6% |
| 30D | -4.4% | -13.4% | +8.9% | -3.0% |
| 3M | -8.1% | +3.1% | -11.2% | -8.6% |
| 6M | -9.2% | +3.8% | -13.0% | -9.9% |
| YTD | +5.1% | -15.3% | +20.4% | +6.5% |
| 1Y | -5.1% | -11.1% | +6.0% | -4.5% |
| 3Y | +70.4% | +52.0% | +18.4% | +60.7% |
| 5Y | +104.7% | +40.9% | +63.8% | +92.7% |
| 10Y | +608.8% | +407.6% | +201.2% | +476.9% |
| All | +9,811.7% | +5,817.5% | +3,994.3% | +6,282.7% |
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