+590.9%
JPM vs TTWO
+406.5%
+184.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -0.7% | +0.4% | -1.0% | -0.7% |
| 30D | -2.5% | -11.3% | +8.9% | -0.6% |
| 3M | +14.1% | +1.6% | +12.5% | +13.5% |
| 6M | +25.1% | +2.1% | +23.0% | +24.0% |
| YTD | +12.1% | -15.8% | +28.0% | +14.5% |
| 1Y | +18.8% | -12.6% | +31.4% | +20.4% |
| 3Y | +163.4% | +48.2% | +115.2% | +142.6% |
| 5Y | +156.5% | +40.0% | +116.6% | +133.2% |
| All | +590.9% | +406.5% | +184.3% | +459.4% |
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