+45.9%
CSCO vs TTWO
-18.4%
+64.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | -0.6% |
| 7D | -6.1% | +7.0% | -13.0% | -7.2% |
| 30D | -8.2% | +2.7% | -10.8% | -8.6% |
| 3M | -14.6% | -13.0% | -1.5% | -12.4% |
| 6M | +12.7% | -7.2% | +19.9% | +13.0% |
| YTD | +37.0% | -18.4% | +55.4% | +35.7% |
| 1Y | +45.9% | -17.2% | +63.2% | +44.0% |
| All | +45.9% | -18.4% | +64.3% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling