-9.9%
LOW vs TTWO
+50.8%
-60.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -8.9% | -11.3% | +2.5% | -7.7% |
| 3M | -10.4% | +1.6% | -12.0% | -10.6% |
| 6M | -19.4% | +2.1% | -21.5% | -19.8% |
| YTD | -17.1% | -15.8% | -1.3% | -15.7% |
| 1Y | -26.3% | -12.6% | -13.7% | -25.5% |
| 3Y | -9.9% | +48.2% | -58.1% | -20.0% |
| All | -9.9% | +50.8% | -60.7% | -20.0% |
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