+244.7%
F vs TTWO
+5,755.5%
-5,510.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +5.3% | -8.8% | +14.1% | +6.7% |
| 30D | +4.6% | -8.6% | +13.2% | +5.9% |
| 3M | -3.7% | -0.9% | -2.8% | -3.7% |
| 6M | +16.8% | -0.5% | +17.3% | +16.5% |
| YTD | +15.3% | -16.1% | +31.4% | +17.5% |
| 1Y | +31.0% | -10.8% | +41.8% | +32.2% |
| 3Y | +45.4% | +51.4% | -5.9% | +35.0% |
| 5Y | +54.7% | +33.7% | +21.0% | +44.6% |
| 10Y | +98.2% | +380.3% | -282.1% | +49.6% |
| All | +244.7% | +5,755.5% | -5,510.9% | +105.8% |
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 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