-1.4%
LOW vs TTWO
-18.4%
+17.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.1% | +0.4% | +6.9% |
| 7D | +15.6% | +7.0% | +8.6% | +15.0% |
| 30D | +28.6% | +2.7% | +25.9% | +28.1% |
| 3M | +5.8% | -13.0% | +18.9% | +5.8% |
| 6M | +3.8% | -7.2% | +11.0% | +4.0% |
| YTD | -2.8% | -18.4% | +15.6% | -4.7% |
| 1Y | -1.4% | -17.2% | +15.8% | -3.3% |
| All | -1.4% | -18.4% | +17.0% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling