-99.6%
DFNS vs TTWO
-18.4%
-81.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +7.1% | -25.5% | -30.5% |
| 7D | -27.7% | +7.0% | -34.6% | -38.2% |
| 30D | -58.0% | +2.7% | -60.6% | -61.5% |
| 3M | -94.0% | -13.0% | -80.9% | -92.5% |
| 6M | -94.6% | -7.2% | -87.4% | -92.5% |
| YTD | -99.4% | -18.4% | -81.0% | -99.3% |
| 1Y | -99.6% | -17.2% | -82.4% | -99.5% |
| All | -99.6% | -18.4% | -81.2% | -99.5% |
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