+1,115.2%
DIA vs TTWO
+5,346.0%
-4,230.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | +0.1% | -1.6% | +1.6% | +0.2% |
| 30D | -2.1% | -13.5% | +11.4% | -0.5% |
| 3M | +4.2% | +0.3% | +3.8% | +3.9% |
| 6M | +11.9% | +0.8% | +11.0% | +11.4% |
| YTD | +10.8% | -16.7% | +27.5% | +12.7% |
| 1Y | +17.5% | -14.3% | +31.8% | +19.0% |
| 3Y | +59.9% | +49.4% | +10.5% | +50.9% |
| 5Y | +64.1% | +33.8% | +30.4% | +54.8% |
| 10Y | +246.2% | +392.8% | -146.6% | +178.2% |
| All | +1,115.2% | +5,346.0% | -4,230.9% | +650.1% |
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