+149.6%
GOOGL vs TTWO
+50.8%
+98.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.4% | -11.3% | +9.9% | +1.3% |
| 3M | -5.3% | +1.6% | -6.9% | -5.7% |
| 6M | +9.8% | +2.1% | +7.7% | +8.8% |
| YTD | +8.4% | -15.8% | +24.2% | +12.2% |
| 1Y | +41.2% | -12.6% | +53.8% | +44.6% |
| 3Y | +149.6% | +48.2% | +101.4% | +115.1% |
| All | +149.6% | +50.8% | +98.8% | +115.1% |
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