+418.8%
META vs TTWO
+390.3%
+28.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +7.0% |
| 7D | +10.3% | -2.3% | +12.6% | +11.2% |
| 30D | +9.9% | -16.7% | +26.6% | +17.9% |
| 3M | +11.9% | -0.4% | +12.4% | +11.3% |
| 6M | +1.2% | -1.6% | +2.8% | +0.5% |
| YTD | -0.8% | -17.5% | +16.7% | +5.4% |
| 1Y | -14.3% | -14.8% | +0.5% | -10.6% |
| 3Y | +121.4% | +47.9% | +73.5% | +80.1% |
| 5Y | +74.5% | +34.5% | +40.0% | +43.0% |
| 10Y | +418.8% | +394.0% | +24.8% | +233.8% |
| All | +418.8% | +390.3% | +28.5% | +233.8% |
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