+67.3%
F vs TTWO
+370.5%
-303.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.1% | +6.0% | -9.1% | -4.3% |
| 30D | 0.0% | +13.2% | -13.2% | -2.5% |
| 3M | -13.2% | -5.8% | -7.4% | -12.5% |
| 6M | -10.2% | +0.4% | -10.6% | -10.9% |
| YTD | -4.9% | -11.0% | +6.1% | -3.8% |
| 1Y | -6.1% | -4.1% | -2.0% | -6.4% |
| 3Y | +46.0% | +51.8% | -5.8% | +31.2% |
| 5Y | -15.7% | +21.3% | -37.0% | -24.2% |
| All | +67.3% | +370.5% | -303.2% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling