+43.7%
F vs TTWO
+33.4%
+10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.7% |
| 7D | -4.9% | -2.3% | -2.6% | -4.3% |
| 30D | -2.9% | -16.7% | +13.8% | +2.0% |
| 3M | -9.1% | -0.4% | -8.6% | -9.5% |
| 6M | +12.9% | -1.6% | +14.6% | +12.3% |
| YTD | +6.1% | -17.5% | +23.6% | +10.8% |
| 1Y | +22.5% | -14.8% | +37.3% | +26.3% |
| 3Y | +32.1% | +47.9% | -15.8% | +10.8% |
| 5Y | +43.7% | +34.5% | +9.3% | +13.5% |
| All | +43.7% | +33.4% | +10.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling