+193.0%
F vs TTWO
+6,026.9%
-5,833.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.3% | -9.0% | -1.9% |
| 7D | +1.0% | +15.2% | -14.2% | -1.2% |
| 30D | +2.1% | +5.2% | -3.1% | +1.2% |
| 3M | -10.3% | -11.4% | +1.1% | -8.9% |
| 6M | +3.3% | +1.9% | +1.4% | +2.5% |
| YTD | -2.0% | -12.3% | +10.3% | -0.9% |
| 1Y | -2.3% | -4.0% | +1.7% | -2.5% |
| 3Y | +49.9% | +51.9% | -2.0% | +39.0% |
| 5Y | -12.5% | +22.9% | -35.4% | -17.4% |
| 10Y | +74.3% | +378.6% | -304.3% | +31.5% |
| All | +193.0% | +6,026.9% | -5,833.9% | +73.5% |
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 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