+1,527.5%
META vs TTWO
+1,750.8%
-223.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | -8.8% | +15.5% | +10.0% |
| 30D | +4.8% | -8.6% | +13.4% | +7.8% |
| 3M | -1.6% | -0.9% | -0.7% | -1.9% |
| 6M | -7.5% | -0.5% | -7.0% | -8.2% |
| YTD | -6.4% | -16.1% | +9.8% | -1.8% |
| 1Y | -17.3% | -10.8% | -6.6% | -15.5% |
| 3Y | +109.9% | +51.4% | +58.6% | +75.8% |
| 5Y | +65.4% | +33.7% | +31.6% | +41.0% |
| 10Y | +391.8% | +380.3% | +11.5% | +200.5% |
| All | +1,527.5% | +1,750.8% | -223.3% | +644.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling