+143.8%
IBM vs TTWO
+406.5%
-262.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.1% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +3.1% | -11.3% | +14.4% | +5.1% |
| 3M | -10.8% | +1.6% | -12.4% | -11.1% |
| 6M | -0.8% | +2.1% | -2.9% | -1.1% |
| YTD | -16.2% | -15.8% | -0.4% | -14.2% |
| 1Y | -2.9% | -12.6% | +9.7% | -1.2% |
| 3Y | +79.8% | +48.2% | +31.6% | +68.9% |
| 5Y | +124.9% | +40.0% | +84.9% | +108.2% |
| All | +143.8% | +406.5% | -262.7% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling