+5.6%
META vs TTWO
-4.9%
+10.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +5.2% | +6.0% | -0.9% | +4.0% |
| 30D | -13.0% | +13.2% | -26.2% | -15.2% |
| 3M | +7.9% | -5.8% | +13.8% | +9.7% |
| 6M | +4.2% | +0.4% | +3.9% | +3.2% |
| YTD | -2.5% | -11.0% | +8.5% | +0.5% |
| 1Y | +5.6% | -4.1% | +9.7% | +4.7% |
| All | +5.6% | -4.9% | +10.5% | +4.7% |
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