-14.3%
META vs TTWO
-15.3%
+1.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.8% |
| 7D | +10.3% | -2.3% | +12.6% | +10.8% |
| 30D | +9.9% | -16.7% | +26.6% | +14.4% |
| 3M | +11.9% | -0.4% | +12.4% | +11.2% |
| 6M | +1.2% | -1.6% | +2.8% | -0.5% |
| YTD | -0.8% | -17.5% | +16.7% | +0.3% |
| 1Y | -14.3% | -14.8% | +0.5% | -14.1% |
| All | -14.3% | -15.3% | +1.0% | -14.1% |
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