+184.2%
F vs TTWO
+6,113.7%
-5,929.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.1% | +6.0% | -9.1% | -4.0% |
| 30D | 0.0% | +13.2% | -13.2% | -1.9% |
| 3M | -13.2% | -5.8% | -7.4% | -12.7% |
| 6M | -10.2% | +0.4% | -10.6% | -10.7% |
| YTD | -4.9% | -11.0% | +6.1% | -4.1% |
| 1Y | -6.1% | -4.1% | -2.0% | -6.3% |
| 3Y | +46.0% | +51.8% | -5.8% | +35.3% |
| 5Y | -15.7% | +21.3% | -37.0% | -20.4% |
| 10Y | +64.3% | +375.1% | -310.8% | +24.1% |
| All | +184.2% | +6,113.7% | -5,929.5% | +67.9% |
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