+247.6%
DIA vs TTWO
+406.5%
-158.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | -2.0% | -11.3% | +9.3% | +0.1% |
| 3M | +3.6% | +1.6% | +2.0% | +3.0% |
| 6M | +11.5% | +2.1% | +9.4% | +10.4% |
| YTD | +10.4% | -15.8% | +26.2% | +13.1% |
| 1Y | +15.6% | -12.6% | +28.2% | +17.4% |
| 3Y | +58.9% | +48.2% | +10.7% | +43.9% |
| 5Y | +65.3% | +40.0% | +25.4% | +47.7% |
| All | +247.6% | +406.5% | -158.9% | +163.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling