+31.2%
DAL vs TTWO
-15.3%
+46.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.8% | -2.3% | +3.1% | +1.2% |
| 30D | -11.7% | -16.7% | +5.0% | -8.8% |
| 3M | -2.7% | -0.4% | -2.3% | -3.0% |
| 6M | +30.7% | -1.6% | +32.3% | +29.7% |
| YTD | +14.4% | -17.5% | +31.9% | +17.7% |
| 1Y | +31.2% | -14.8% | +46.0% | +33.9% |
| All | +31.2% | -15.3% | +46.5% | +33.9% |
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