+57.3%
DIA vs TTWO
+51.8%
+5.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.0% |
| 7D | -3.0% | +1.3% | -4.3% | -3.2% |
| 30D | -3.0% | -13.4% | +10.4% | -1.0% |
| 3M | +4.5% | +3.1% | +1.4% | +3.7% |
| 6M | +9.8% | +3.8% | +6.0% | +8.5% |
| YTD | +9.3% | -15.3% | +24.6% | +11.5% |
| 1Y | +16.0% | -11.1% | +27.1% | +17.1% |
| All | +57.3% | +51.8% | +5.5% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling