-99.9%
DFNS vs TTWO
+37.5%
-137.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.5% |
| 7D | +4.6% | -2.3% | +7.0% | +5.1% |
| 30D | -73.9% | -16.7% | -57.1% | -73.0% |
| 3M | -71.7% | -0.4% | -71.3% | -70.5% |
| 6M | -94.6% | -1.6% | -93.0% | -94.4% |
| YTD | -98.1% | -17.5% | -80.5% | -98.1% |
| 1Y | -98.3% | -14.8% | -83.5% | -98.3% |
| 3Y | -99.9% | +47.9% | -147.8% | -99.9% |
| 5Y | -99.9% | +34.5% | -134.3% | -99.9% |
| All | -99.9% | +37.5% | -137.3% | -99.8% |
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