+113.4%
CSCO vs TTWO
+41.7%
+71.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.3% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | -10.8% | -13.4% | +2.6% | -8.5% |
| 3M | -9.2% | +3.1% | -12.3% | -10.3% |
| 6M | +39.5% | +3.8% | +35.8% | +37.8% |
| YTD | +41.5% | -15.3% | +56.8% | +44.5% |
| 1Y | +61.0% | -11.1% | +72.1% | +62.7% |
| 3Y | +105.2% | +52.0% | +53.2% | +86.6% |
| 5Y | +113.4% | +40.9% | +72.5% | +78.6% |
| All | +113.4% | +41.7% | +71.7% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling