+2,957.2%
CSCO vs TTWO
+5,717.4%
-2,760.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -0.5% | -1.6% | +1.0% | -0.2% |
| 30D | -10.1% | -13.5% | +3.4% | -7.7% |
| 3M | -11.7% | +0.3% | -12.1% | -12.1% |
| 6M | +40.1% | +0.8% | +39.3% | +39.2% |
| YTD | +43.8% | -16.7% | +60.5% | +47.9% |
| 1Y | +66.6% | -14.3% | +80.9% | +70.2% |
| 3Y | +108.5% | +49.4% | +59.1% | +89.6% |
| 5Y | +114.0% | +33.8% | +80.2% | +94.3% |
| 10Y | +366.8% | +392.8% | -26.0% | +220.3% |
| All | +2,957.2% | +5,717.4% | -2,760.2% | +995.4% |
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