-13.3%
IBM vs TTWO
-18.4%
+5.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.1% | -5.4% | -0.9% |
| 7D | +0.4% | +7.0% | -6.5% | -2.1% |
| 30D | +14.8% | +2.7% | +12.1% | +13.4% |
| 3M | +8.9% | -13.0% | +22.0% | +14.7% |
| 6M | +12.4% | -7.2% | +19.7% | +15.5% |
| YTD | -12.4% | -18.4% | +6.0% | -11.1% |
| 1Y | -13.3% | -17.2% | +4.0% | -12.2% |
| All | -13.3% | -18.4% | +5.1% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling