+217.8%
INTU vs TTWO
+406.5%
-188.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | -3.9% | -11.3% | +7.4% | +0.4% |
| 3M | +16.6% | +1.6% | +15.0% | +14.9% |
| 6M | -26.4% | +2.1% | -28.5% | -27.7% |
| YTD | -51.0% | -15.8% | -35.2% | -48.2% |
| 1Y | -50.8% | -12.6% | -38.2% | -48.9% |
| 3Y | -40.1% | +48.2% | -88.3% | -50.7% |
| 5Y | -41.2% | +40.0% | -81.2% | -52.2% |
| All | +217.8% | +406.5% | -188.7% | +88.8% |
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 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