+480.3%
DIS vs TTWO
+5,717.4%
-5,237.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -1.1% | -1.6% | +0.5% | -0.8% |
| 30D | +0.1% | -13.5% | +13.6% | +2.4% |
| 3M | +7.1% | +0.3% | +6.7% | +6.8% |
| 6M | +4.3% | +0.8% | +3.4% | +3.7% |
| YTD | -6.9% | -16.7% | +9.7% | -4.8% |
| 1Y | -10.3% | -14.3% | +4.0% | -8.8% |
| 3Y | +32.8% | +49.4% | -16.6% | +22.8% |
| 5Y | -41.5% | +33.8% | -75.2% | -45.6% |
| 10Y | +21.2% | +392.8% | -371.6% | -10.3% |
| All | +480.3% | +5,717.4% | -5,237.0% | +159.7% |
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