+55.2%
EBAY vs TTWO
-18.4%
+73.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +3.3% |
| 7D | +6.0% | +7.0% | -0.9% | +3.9% |
| 30D | +16.8% | +2.7% | +14.1% | +15.7% |
| 3M | +14.5% | -13.0% | +27.6% | +18.9% |
| 6M | +15.1% | -7.2% | +22.4% | +16.4% |
| YTD | +45.0% | -18.4% | +63.4% | +43.8% |
| 1Y | +55.2% | -17.2% | +72.4% | +54.4% |
| All | +55.2% | -18.4% | +73.6% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling