+113.5%
CSCO vs TTWO
+50.8%
+62.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -9.5% | -11.3% | +1.8% | -7.6% |
| 3M | -7.6% | +1.6% | -9.2% | -8.7% |
| 6M | +44.9% | +2.1% | +42.8% | +43.4% |
| YTD | +47.7% | -15.8% | +63.5% | +50.2% |
| 1Y | +69.1% | -12.6% | +81.7% | +70.7% |
| 3Y | +113.5% | +48.2% | +65.3% | +95.7% |
| All | +113.5% | +50.8% | +62.7% | +95.7% |
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 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