+1,313.4%
IBM vs TTWO
+5,717.4%
-4,403.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | -1.5% | -13.5% | +12.0% | 0.0% |
| 3M | -16.8% | +0.3% | -17.1% | -16.8% |
| 6M | -9.0% | +0.8% | -9.9% | -9.1% |
| YTD | -20.1% | -16.7% | -3.4% | -18.6% |
| 1Y | -7.0% | -14.3% | +7.2% | -5.6% |
| 3Y | +72.4% | +49.4% | +23.0% | +64.3% |
| 5Y | +112.0% | +33.8% | +78.2% | +101.5% |
| 10Y | +131.6% | +392.8% | -261.3% | +88.4% |
| All | +1,313.4% | +5,717.4% | -4,403.9% | +675.8% |
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