-98.3%
DFNS vs TTWO
-10.0%
-88.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | 0.0% |
| 7D | -16.0% | -8.8% | -7.2% | +1.0% |
| 30D | -77.7% | -8.6% | -69.1% | -73.6% |
| 3M | -77.2% | -0.9% | -76.3% | -69.5% |
| 6M | -95.2% | -0.5% | -94.7% | -93.6% |
| YTD | -98.0% | -16.1% | -81.8% | -97.1% |
| 1Y | -98.3% | -10.8% | -87.5% | -97.6% |
| All | -98.3% | -10.0% | -88.3% | -97.6% |
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 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