+2,494.8%
JPM vs TTWO
+5,817.5%
-3,322.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.8% |
| 7D | -2.3% | +1.3% | -3.7% | -2.6% |
| 30D | -2.3% | -13.4% | +11.0% | -0.1% |
| 3M | +14.9% | +3.1% | +11.8% | +14.0% |
| 6M | +23.6% | +3.8% | +19.9% | +22.3% |
| YTD | +11.3% | -15.3% | +26.5% | +13.6% |
| 1Y | +19.9% | -11.1% | +31.0% | +21.2% |
| 3Y | +162.6% | +52.0% | +110.6% | +140.5% |
| 5Y | +154.6% | +40.9% | +113.7% | +132.0% |
| 10Y | +589.9% | +407.6% | +182.3% | +384.0% |
| All | +2,494.8% | +5,817.5% | -3,322.7% | +1,126.3% |
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