+1,593.8%
META vs TTWO
+1,836.6%
-242.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | -2.8% |
| 7D | +3.3% | +15.2% | -11.9% | -1.9% |
| 30D | -10.8% | +5.2% | -16.0% | -12.7% |
| 3M | +7.9% | -11.4% | +19.3% | +11.6% |
| 6M | +5.4% | +1.9% | +3.5% | +3.2% |
| YTD | -2.6% | -12.3% | +9.7% | -0.1% |
| 1Y | +1.9% | -4.0% | +5.9% | +1.3% |
| 3Y | +97.0% | +51.9% | +45.0% | +63.8% |
| 5Y | +97.6% | +22.9% | +74.7% | +71.8% |
| 10Y | +436.0% | +378.6% | +57.5% | +224.7% |
| All | +1,593.8% | +1,836.6% | -242.8% | +658.2% |
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