-99.9%
DFNS vs TTWO
+39.3%
-139.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -74.0% | -11.3% | -62.6% | -73.2% |
| 3M | -70.1% | +1.6% | -71.7% | -68.8% |
| 6M | -93.9% | +2.1% | -96.0% | -93.6% |
| YTD | -98.1% | -15.8% | -82.3% | -98.1% |
| 1Y | -98.3% | -12.6% | -85.7% | -98.3% |
| 3Y | -99.9% | +48.2% | -148.1% | -99.9% |
| All | -99.9% | +39.3% | -139.2% | -99.9% |
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 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