+145.8%
GOOG vs TTWO
+50.8%
+95.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | -2.0% | -11.3% | +9.4% | +0.8% |
| 3M | -5.9% | +1.6% | -7.5% | -6.3% |
| 6M | +8.9% | +2.1% | +6.8% | +7.9% |
| YTD | +7.1% | -15.8% | +23.0% | +10.9% |
| 1Y | +39.7% | -12.6% | +52.3% | +43.1% |
| 3Y | +145.8% | +48.2% | +97.6% | +111.4% |
| All | +145.8% | +50.8% | +95.1% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling