+252.1%
INTC vs TTWO
+406.5%
-154.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +7.5% | +0.4% | +7.1% | +7.2% |
| 30D | +2.0% | -11.3% | +13.3% | +5.6% |
| 3M | -12.0% | +1.6% | -13.6% | -13.3% |
| 6M | +114.5% | +2.1% | +112.5% | +109.1% |
| YTD | +179.0% | -15.8% | +194.8% | +188.3% |
| 1Y | +318.3% | -12.6% | +330.9% | +325.2% |
| 3Y | +171.2% | +48.2% | +123.0% | +127.2% |
| 5Y | +107.6% | +40.0% | +67.6% | +70.6% |
| All | +252.1% | +406.5% | -154.4% | +111.9% |
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