+557.2%
DIS vs TTWO
+6,113.7%
-5,556.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +1.9% | +6.0% | -4.1% | +0.9% |
| 30D | +9.2% | +13.2% | -4.1% | +6.9% |
| 3M | +13.5% | -5.8% | +19.3% | +14.4% |
| 6M | +14.3% | +0.4% | +13.9% | +13.7% |
| YTD | +5.4% | -11.0% | +16.4% | +6.5% |
| 1Y | +12.2% | -4.1% | +16.3% | +12.0% |
| 3Y | +37.2% | +51.8% | -14.6% | +26.4% |
| 5Y | -23.1% | +21.3% | -44.4% | -27.6% |
| 10Y | +32.2% | +375.1% | -342.9% | -1.8% |
| All | +557.2% | +6,113.7% | -5,556.5% | +190.6% |
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