+163.4%
JPM vs TTWO
+50.8%
+112.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.7% |
| 3M | +14.1% | +1.6% | +12.5% | +13.4% |
| 6M | +25.1% | +2.1% | +23.0% | +23.7% |
| YTD | +12.1% | -15.8% | +28.0% | +14.4% |
| 1Y | +18.8% | -12.6% | +31.4% | +20.2% |
| 3Y | +163.4% | +48.2% | +115.2% | +144.0% |
| All | +163.4% | +50.8% | +112.6% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling